+499.8%
LITE vs HYG
+3.6%
+496.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +2.3% |
| 7D | +13.6% | -0.2% | +13.8% | +14.8% |
| 30D | +21.6% | -0.1% | +21.7% | +22.2% |
| 3M | +20.3% | +0.7% | +19.7% | +15.2% |
| 6M | +54.4% | +1.5% | +52.8% | +42.1% |
| YTD | +168.3% | +1.9% | +166.4% | +137.6% |
| All | +499.8% | +3.6% | +496.2% | +348.4% |
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