+116.2%
LHX vs USHY
+49.7%
+66.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -4.8% | -0.7% | -4.1% | -3.9% |
| 30D | -12.7% | -0.5% | -12.2% | -12.2% |
| 3M | -17.6% | +0.5% | -18.2% | -18.2% |
| 6M | -30.7% | +1.5% | -32.2% | -32.0% |
| YTD | -14.3% | +1.7% | -16.1% | -16.2% |
| 1Y | -8.4% | +3.5% | -11.9% | -12.2% |
| 3Y | +56.7% | +27.2% | +29.5% | +17.1% |
| 5Y | +18.5% | +21.0% | -2.5% | -4.3% |
| All | +116.2% | +49.7% | +66.5% | +33.8% |
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