+19.3%
HYG vs LTH
+150.5%
-131.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.7% | -4.0% | +3.3% | -0.4% |
| 30D | -0.7% | -5.3% | +4.6% | -0.3% |
| 3M | -0.2% | +19.0% | -19.2% | -1.6% |
| 6M | +1.4% | +55.8% | -54.4% | -2.4% |
| YTD | +1.5% | +56.1% | -54.7% | -2.5% |
| 1Y | +2.9% | +41.3% | -38.4% | -0.4% |
| 3Y | +25.6% | +156.6% | -131.0% | +14.1% |
| All | +19.3% | +150.5% | -131.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling