+1,870.5%
LITE vs HYG
+26.4%
+1,844.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.3% |
| 7D | +12.6% | 0.0% | +12.6% | +12.4% |
| 30D | +9.9% | -0.1% | +10.0% | +10.4% |
| 3M | +9.3% | +1.0% | +8.3% | +4.3% |
| 6M | +75.2% | +2.3% | +72.9% | +57.8% |
| YTD | +165.5% | +2.1% | +163.4% | +142.0% |
| 1Y | +555.0% | +3.8% | +551.2% | +456.0% |
| 3Y | +1,870.5% | +26.7% | +1,843.8% | +739.3% |
| All | +1,870.5% | +26.4% | +1,844.1% | +739.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling