-4.4%
LQD vs ILMN
-52.9%
+48.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | +0.1% |
| 30D | -0.6% | +12.3% | -12.9% | -1.2% |
| 3M | -1.2% | +33.5% | -34.8% | -2.8% |
| 6M | -1.9% | +69.4% | -71.3% | -4.8% |
| YTD | -1.3% | +60.9% | -62.2% | -4.0% |
| 1Y | -1.0% | +115.0% | -116.0% | -5.5% |
| 3Y | +15.2% | +37.0% | -21.8% | +12.0% |
| 5Y | -4.4% | -53.1% | +48.7% | -4.6% |
| All | -4.4% | -52.9% | +48.5% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling