+3,574.4%
LITE vs HIG
+273.3%
+3,301.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +22.6% | -0.1% | +22.7% | +22.5% |
| 30D | -36.8% | +4.4% | -41.1% | -37.9% |
| 3M | -33.0% | 0.0% | -33.1% | -33.6% |
| 6M | -37.1% | +3.8% | -40.8% | -38.9% |
| YTD | +69.5% | +0.7% | +68.8% | +65.3% |
| 1Y | +146.1% | +5.0% | +141.1% | +136.1% |
| 3Y | +1,440.8% | +95.3% | +1,345.5% | +1,068.7% |
| 5Y | +580.4% | +110.8% | +469.7% | +399.4% |
| 10Y | +1,606.7% | +261.9% | +1,344.8% | +873.7% |
| All | +3,574.4% | +273.3% | +3,301.2% | +1,946.4% |
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 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