+1,331.0%
LITE vs HIG
+96.5%
+1,234.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.5% |
| 7D | -13.9% | +2.1% | -16.0% | -13.6% |
| 30D | -46.9% | +6.7% | -53.7% | -46.6% |
| 3M | -28.0% | -1.9% | -26.1% | -27.6% |
| 6M | -35.2% | +5.3% | -40.5% | -35.5% |
| YTD | +58.9% | +1.3% | +57.5% | +59.2% |
| 1Y | +125.3% | +7.2% | +118.1% | +121.6% |
| All | +1,331.0% | +96.5% | +1,234.5% | +1,166.9% |
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