+18.3%
HYG vs LII
+19.1%
-0.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | -0.7% | -6.3% | +5.6% | 0.0% |
| 30D | -0.7% | -13.0% | +12.3% | +0.7% |
| 3M | -0.2% | -29.0% | +28.8% | +3.0% |
| 6M | +1.4% | -27.7% | +29.1% | +4.2% |
| YTD | +1.5% | -24.2% | +25.7% | +3.4% |
| 1Y | +2.9% | -34.8% | +37.7% | +6.8% |
| 3Y | +25.6% | -4.2% | +29.9% | +20.3% |
| All | +18.3% | +19.1% | -0.8% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling