-16.4%
LYFT vs ILMN
+115.7%
-132.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | -8.4% | -5.4% | -3.0% | -7.3% |
| 30D | -7.6% | +7.0% | -14.6% | -9.0% |
| 3M | +11.7% | +24.2% | -12.5% | +6.1% |
| 6M | +15.1% | +69.9% | -54.8% | +2.3% |
| YTD | -20.9% | +57.4% | -78.3% | -28.9% |
| 1Y | -16.4% | +107.9% | -124.3% | -28.4% |
| All | -16.4% | +115.7% | -132.1% | -28.4% |
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 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