+1,580.3%
LLY vs HIG
+314.4%
+1,266.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -8.6% | -2.8% | -5.8% | -8.2% |
| 3M | -1.6% | +6.3% | -8.0% | -2.7% |
| 6M | +11.8% | -0.1% | +11.9% | +11.7% |
| YTD | +5.1% | +0.4% | +4.7% | +4.9% |
| 1Y | +50.7% | +6.2% | +44.5% | +48.9% |
| 3Y | +95.7% | +101.6% | -5.9% | +74.5% |
| 5Y | +390.2% | +119.8% | +270.3% | +328.7% |
| 10Y | +1,580.3% | +311.7% | +1,268.6% | +1,273.0% |
| All | +1,580.3% | +314.4% | +1,266.0% | +1,273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling