+2,614.7%
LITE vs HYG
+55.4%
+2,559.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.5% |
| 7D | +13.6% | -0.2% | +13.8% | +14.0% |
| 30D | +21.6% | -0.1% | +21.7% | +21.8% |
| 3M | +20.3% | +0.7% | +19.7% | +18.7% |
| 6M | +54.4% | +1.5% | +52.8% | +50.1% |
| YTD | +168.3% | +1.9% | +166.4% | +159.3% |
| 1Y | +551.8% | +3.7% | +548.1% | +508.7% |
| 3Y | +1,891.5% | +26.5% | +1,865.0% | +1,163.6% |
| 5Y | +1,014.7% | +19.0% | +995.8% | +728.6% |
| 10Y | +2,614.7% | +56.5% | +2,558.2% | +1,154.5% |
| All | +2,614.7% | +55.4% | +2,559.3% | +1,154.5% |
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