+5,083.9%
LITE vs HIG
+277.3%
+4,806.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | +6.7% | -3.2% | +9.9% | +7.6% |
| 3M | -6.8% | +9.1% | -15.9% | -10.3% |
| 6M | +29.4% | -1.8% | +31.2% | +28.5% |
| YTD | +139.1% | +1.8% | +137.3% | +134.1% |
| 1Y | +521.0% | +4.6% | +516.4% | +499.7% |
| 3Y | +1,535.3% | +101.6% | +1,433.6% | +1,136.2% |
| 5Y | +889.8% | +124.5% | +765.3% | +616.3% |
| 10Y | +2,400.7% | +317.8% | +2,082.9% | +1,269.0% |
| All | +5,083.9% | +277.3% | +4,806.6% | +2,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling