+26.3%
HYG vs LII
-1.0%
+27.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | -0.2% | +0.5% | -0.6% | -0.2% |
| 30D | -0.1% | -11.2% | +11.1% | +0.7% |
| 3M | +0.7% | -28.8% | +29.5% | +2.7% |
| 6M | +1.5% | -26.9% | +28.4% | +3.1% |
| YTD | +1.9% | -22.2% | +24.1% | +2.9% |
| 1Y | +3.7% | -32.0% | +35.7% | +5.8% |
| All | +26.3% | -1.0% | +27.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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