+54.0%
LHX vs USHY
+27.0%
+27.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -4.3% | -0.7% | -3.6% | -3.4% |
| 30D | -15.1% | -0.7% | -14.5% | -14.4% |
| 3M | -21.0% | +0.1% | -21.0% | -21.1% |
| 6M | -32.0% | +1.8% | -33.8% | -33.6% |
| YTD | -15.3% | +1.8% | -17.1% | -17.4% |
| 1Y | -11.1% | +3.3% | -14.3% | -14.9% |
| 3Y | +54.0% | +27.0% | +27.0% | +15.1% |
| All | +54.0% | +27.0% | +27.0% | +15.1% |
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