-18.0%
LVS vs ILMN
+108.3%
-126.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.2% |
| 7D | -2.7% | -3.9% | +1.2% | -2.4% |
| 30D | -4.7% | +6.9% | -11.6% | -5.5% |
| 3M | -15.6% | +28.1% | -43.7% | -17.8% |
| 6M | -18.6% | +65.0% | -83.6% | -22.8% |
| YTD | -32.3% | +56.3% | -88.6% | -35.6% |
| 1Y | -18.0% | +108.7% | -126.7% | -23.5% |
| All | -18.0% | +108.3% | -126.3% | -23.5% |
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