+1,568.0%
LITE vs HYG
+57.3%
+1,510.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.4% |
| 7D | +22.6% | -0.4% | +22.9% | +23.9% |
| 30D | -36.8% | +0.4% | -37.2% | -37.1% |
| 3M | -33.0% | -1.8% | -31.2% | -29.6% |
| 6M | -37.1% | -0.7% | -36.3% | -35.4% |
| YTD | +69.5% | +0.3% | +69.1% | +71.2% |
| 1Y | +146.1% | +1.4% | +144.7% | +143.2% |
| 3Y | +1,440.8% | +24.1% | +1,416.7% | +926.7% |
| 5Y | +580.4% | +17.8% | +562.7% | +421.4% |
| All | +1,568.0% | +57.3% | +1,510.7% | +704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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