+58.7%
LEN vs USHY
+49.7%
+9.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.1% |
| 7D | -4.8% | -0.7% | -4.1% | -3.1% |
| 30D | -6.6% | -0.7% | -5.9% | -4.9% |
| 3M | -15.7% | +0.1% | -15.7% | -15.6% |
| 6M | -16.6% | +1.8% | -18.4% | -19.7% |
| YTD | -21.3% | +1.8% | -23.1% | -24.2% |
| 1Y | -42.0% | +3.3% | -45.3% | -46.1% |
| 3Y | -27.9% | +27.0% | -54.9% | -58.5% |
| 5Y | -10.7% | +21.0% | -31.7% | -40.0% |
| All | +58.7% | +49.7% | +9.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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