+1,471.0%
LYV vs ILMN
+2,886.5%
-1,415.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -3.8% | +1.9% | -5.7% | -4.4% |
| 30D | -5.7% | +12.3% | -17.9% | -8.9% |
| 3M | +6.9% | +33.5% | -26.7% | -2.1% |
| 6M | +9.2% | +69.4% | -60.2% | -6.9% |
| YTD | +19.6% | +60.9% | -41.3% | +2.7% |
| 1Y | +0.6% | +115.0% | -114.4% | -22.0% |
| 3Y | +110.6% | +37.0% | +73.6% | +77.7% |
| 5Y | +96.6% | -53.1% | +149.8% | +118.1% |
| 10Y | +546.4% | +27.6% | +518.8% | +395.5% |
| All | +1,471.0% | +2,886.5% | -1,415.5% | +562.2% |
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