+39.0%
LVS vs ILMN
+5,712.1%
-5,673.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -4.9% | -2.4% |
| 7D | +5.2% | -2.6% | +7.7% | +5.6% |
| 30D | +12.0% | -20.6% | +32.6% | +18.4% |
| 3M | -11.5% | +17.5% | -29.0% | -18.0% |
| 6M | -23.2% | +55.6% | -78.9% | -35.2% |
| YTD | -36.7% | +68.3% | -105.0% | -48.5% |
| 1Y | -36.8% | +81.1% | -117.9% | -49.8% |
| 3Y | -10.5% | +112.2% | -122.7% | -36.5% |
| 5Y | +5.1% | -42.6% | +47.7% | +8.5% |
| 10Y | -14.0% | +70.5% | -84.4% | -41.9% |
| All | +39.0% | +5,712.1% | -5,673.1% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling