-29.5%
LEN vs USHY
+27.0%
-56.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -1.8% |
| 7D | -7.8% | -0.7% | -7.0% | -5.3% |
| 30D | -11.0% | -0.5% | -10.5% | -9.3% |
| 3M | -12.8% | +0.5% | -13.3% | -14.0% |
| 6M | -20.2% | +1.5% | -21.7% | -23.4% |
| YTD | -23.0% | +1.7% | -24.8% | -26.8% |
| 1Y | -41.8% | +3.5% | -45.4% | -47.7% |
| All | -29.5% | +27.0% | -56.5% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling