+1,483.7%
LITE vs HYG
+24.5%
+1,459.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +9.4% |
| 7D | +3.4% | -0.2% | +3.6% | +5.4% |
| 30D | -34.9% | +0.1% | -35.0% | -34.2% |
| 3M | -21.0% | -1.7% | -19.3% | -11.6% |
| 6M | -38.5% | -0.9% | -37.6% | -33.9% |
| YTD | +75.8% | +0.3% | +75.5% | +78.8% |
| 1Y | +156.7% | +1.2% | +155.5% | +150.3% |
| All | +1,483.7% | +24.5% | +1,459.2% | +630.9% |
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