+1,402.3%
LITE vs HIG
+276.3%
+1,126.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.3% |
| 7D | -35.9% | +1.1% | -37.0% | -36.3% |
| 30D | -51.5% | +5.6% | -57.1% | -52.6% |
| 3M | -35.7% | -6.9% | -28.9% | -34.9% |
| 6M | -43.0% | +1.3% | -44.3% | -44.2% |
| YTD | +46.1% | -1.5% | +47.6% | +43.5% |
| 1Y | +124.7% | +6.6% | +118.1% | +114.2% |
| 3Y | +1,172.1% | +91.2% | +1,080.9% | +870.7% |
| 5Y | +477.0% | +106.1% | +371.0% | +326.1% |
| All | +1,402.3% | +276.3% | +1,126.0% | +798.1% |
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