-37.7%
LVS vs ILMN
+79.5%
-117.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -4.9% | -1.5% |
| 7D | +5.2% | -2.6% | +7.7% | +5.2% |
| 30D | +12.0% | -20.6% | +32.6% | +13.4% |
| 3M | -11.5% | +17.5% | -29.0% | -14.7% |
| 6M | -23.2% | +55.6% | -78.9% | -29.1% |
| YTD | -36.7% | +68.3% | -105.0% | -43.3% |
| All | -37.7% | +79.5% | -117.2% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling