+60.2%
LEN vs USHY
+50.7%
+9.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -8.9% | 0.0% | -8.8% | -8.8% |
| 3M | -10.9% | +1.2% | -12.1% | -13.2% |
| 6M | -19.7% | +2.6% | -22.3% | -24.2% |
| YTD | -20.6% | +2.4% | -23.0% | -24.8% |
| 1Y | -42.4% | +4.2% | -46.7% | -47.6% |
| 3Y | -26.5% | +28.0% | -54.6% | -58.5% |
| 5Y | -10.9% | +21.8% | -32.7% | -41.1% |
| All | +60.2% | +50.7% | +9.5% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling