+52.3%
LVS vs ILMN
+5,644.7%
-5,592.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -3.2% | +9.2% | -12.4% | -6.2% |
| 3M | -12.0% | +29.8% | -41.8% | -19.5% |
| 6M | -19.9% | +69.2% | -89.1% | -32.9% |
| YTD | -30.6% | +66.4% | -97.0% | -42.0% |
| 1Y | -17.7% | +123.4% | -141.1% | -38.5% |
| 3Y | -14.2% | +33.2% | -47.4% | -27.8% |
| 5Y | +9.6% | -52.0% | +61.6% | +22.5% |
| 10Y | +5.7% | +33.6% | -27.9% | -22.4% |
| All | +52.3% | +5,644.7% | -5,592.4% | -60.9% |
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