+35.2%
LYFT vs ILMN
+33.2%
+2.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.1% |
| 7D | -8.4% | -5.4% | -3.0% | -6.5% |
| 30D | -7.6% | +7.0% | -14.6% | -10.0% |
| 3M | +11.7% | +24.2% | -12.5% | +2.3% |
| 6M | +15.1% | +69.9% | -54.8% | -6.8% |
| YTD | -20.9% | +57.4% | -78.3% | -34.5% |
| 1Y | -16.4% | +107.9% | -124.3% | -39.4% |
| 3Y | +35.2% | +37.1% | -1.9% | +22.7% |
| All | +35.2% | +33.2% | +2.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling