-4.9%
LQD vs ILMN
-43.7%
+38.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +0.2% | -9.8% | +9.9% | +0.6% |
| 30D | +1.4% | -22.7% | +24.2% | +2.5% |
| 3M | -1.1% | +12.1% | -13.2% | -2.1% |
| 6M | -2.9% | +51.5% | -54.4% | -5.5% |
| YTD | -2.3% | +63.9% | -66.2% | -5.5% |
| 1Y | -2.1% | +76.6% | -78.7% | -5.7% |
| 3Y | +15.9% | +124.6% | -108.6% | +8.7% |
| 5Y | -4.9% | -42.7% | +37.8% | -5.1% |
| All | -4.9% | -43.7% | +38.8% | -5.1% |
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