+610.9%
LITE vs HYG
+17.5%
+593.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.0% |
| 7D | +3.4% | -0.2% | +3.6% | +4.4% |
| 30D | -34.9% | +0.1% | -35.0% | -34.5% |
| 3M | -21.0% | -1.7% | -19.3% | -16.3% |
| 6M | -38.5% | -0.9% | -37.6% | -36.1% |
| YTD | +75.8% | +0.3% | +75.5% | +78.4% |
| 1Y | +156.7% | +1.2% | +155.5% | +155.5% |
| 3Y | +1,498.6% | +24.0% | +1,474.5% | +972.9% |
| 5Y | +610.9% | +17.8% | +593.1% | +503.7% |
| All | +610.9% | +17.5% | +593.4% | +503.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling