+1,009.8%
LITE vs HYG
+19.4%
+990.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.2% |
| 7D | +12.6% | 0.0% | +12.6% | +12.5% |
| 30D | +9.9% | -0.1% | +10.0% | +10.2% |
| 3M | +9.3% | +1.0% | +8.3% | +6.7% |
| 6M | +75.2% | +2.3% | +72.9% | +66.4% |
| YTD | +165.5% | +2.1% | +163.4% | +153.9% |
| 1Y | +555.0% | +3.8% | +551.2% | +504.6% |
| 3Y | +1,870.5% | +26.7% | +1,843.8% | +1,138.8% |
| 5Y | +1,009.8% | +19.3% | +990.6% | +840.9% |
| All | +1,009.8% | +19.4% | +990.4% | +840.9% |
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 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