+1,172.1%
LITE vs HIG
+89.3%
+1,082.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +5.3% |
| 7D | -35.9% | +1.1% | -37.0% | -35.8% |
| 30D | -51.5% | +5.6% | -57.1% | -51.4% |
| 3M | -35.7% | -6.9% | -28.9% | -35.6% |
| 6M | -43.0% | +1.3% | -44.3% | -43.3% |
| YTD | +46.1% | -1.5% | +47.6% | +45.9% |
| 1Y | +124.7% | +6.6% | +118.1% | +118.5% |
| 3Y | +1,172.1% | +91.2% | +1,080.9% | +1,035.4% |
| All | +1,172.1% | +89.3% | +1,082.8% | +1,035.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling