-81.0%
LYFT vs ILMN
-31.6%
-49.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.9% | -5.4% | -7.0% |
| 7D | -14.1% | -3.9% | -10.3% | -12.6% |
| 30D | -13.7% | +6.9% | -20.6% | -16.4% |
| 3M | +7.4% | +28.1% | -20.7% | -4.6% |
| 6M | +8.3% | +65.0% | -56.7% | -14.6% |
| YTD | -23.1% | +56.3% | -79.4% | -38.4% |
| 1Y | -19.0% | +108.7% | -127.7% | -44.7% |
| 3Y | +37.7% | +33.1% | +4.6% | +11.1% |
| 5Y | -70.5% | -54.1% | -16.4% | -63.2% |
| All | -81.0% | -31.6% | -49.3% | -84.9% |
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