-11.8%
LVS vs ILMN
+56.2%
-68.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +7.1% | -22.7% | +29.8% | +13.2% |
| 3M | -13.2% | +8.6% | -21.8% | -17.4% |
| 6M | -22.8% | +43.8% | -66.6% | -32.6% |
| YTD | -38.0% | +59.8% | -97.8% | -48.1% |
| 1Y | -39.5% | +71.8% | -111.3% | -50.4% |
| 3Y | -12.2% | +119.0% | -131.2% | -37.2% |
| 5Y | +6.4% | -43.8% | +50.3% | +14.0% |
| All | -11.8% | +56.2% | -68.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling