+41.2%
LVS vs ILMN
+5,557.6%
-5,516.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.4% |
| 7D | +6.7% | -9.8% | +16.5% | +9.6% |
| 30D | +13.8% | -22.7% | +36.5% | +21.2% |
| 3M | -9.5% | +12.1% | -21.5% | -14.9% |
| 6M | -22.0% | +51.5% | -73.5% | -33.7% |
| YTD | -35.7% | +63.9% | -99.5% | -47.2% |
| 1Y | -36.7% | +76.6% | -113.2% | -49.3% |
| 3Y | -8.8% | +124.6% | -133.4% | -36.4% |
| 5Y | +9.5% | -42.7% | +52.2% | +13.1% |
| 10Y | -10.9% | +59.7% | -70.6% | -38.6% |
| All | +41.2% | +5,557.6% | -5,516.3% | -64.4% |
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