+146.1%
LITE vs HYG
+1.2%
+144.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -0.2% |
| 7D | +22.6% | -0.4% | +22.9% | +26.4% |
| 30D | -36.8% | +0.4% | -37.2% | -37.5% |
| 3M | -33.0% | -1.8% | -31.2% | -23.1% |
| 6M | -37.1% | -0.7% | -36.3% | -32.2% |
| YTD | +69.5% | +0.3% | +69.1% | +68.7% |
| 1Y | +146.1% | +1.4% | +144.7% | +113.1% |
| All | +146.1% | +1.2% | +144.9% | +113.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling