+1,587.5%
LITE vs HIG
+268.7%
+1,318.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | -13.9% | +2.1% | -16.0% | -14.5% |
| 30D | -46.9% | +6.7% | -53.7% | -48.3% |
| 3M | -28.0% | -1.9% | -26.1% | -28.2% |
| 6M | -35.2% | +5.3% | -40.5% | -37.4% |
| YTD | +58.9% | +1.3% | +57.5% | +54.7% |
| 1Y | +125.3% | +7.2% | +118.1% | +114.7% |
| 3Y | +1,344.4% | +96.6% | +1,247.8% | +992.6% |
| 5Y | +541.2% | +110.0% | +431.2% | +370.6% |
| 10Y | +1,587.5% | +268.4% | +1,319.2% | +846.4% |
| All | +1,587.5% | +268.7% | +1,318.8% | +846.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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