+153.5%
HYG vs LII
+1,320.6%
-1,167.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.2% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +0.1% | -12.6% | +12.7% | +1.9% |
| 3M | +0.7% | -24.4% | +25.1% | +4.0% |
| 6M | +1.5% | -28.7% | +30.2% | +5.4% |
| YTD | +2.2% | -19.1% | +21.3% | +4.1% |
| 1Y | +3.9% | -29.7% | +33.6% | +7.7% |
| 3Y | +26.0% | +4.8% | +21.2% | +21.1% |
| 5Y | +19.2% | +24.6% | -5.4% | +9.9% |
| 10Y | +54.8% | +169.2% | -114.4% | +24.1% |
| All | +153.5% | +1,320.6% | -1,167.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling