+99.7%
LII vs USHY
+47.9%
+51.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -2.3% | -0.2% | -2.1% | -1.9% |
| 30D | -1.7% | -0.1% | -1.6% | -1.5% |
| 3M | -18.3% | -1.7% | -16.6% | -15.7% |
| 6M | -32.3% | -0.6% | -31.7% | -31.3% |
| YTD | -27.1% | +0.5% | -27.7% | -27.3% |
| 1Y | -27.2% | +1.4% | -28.6% | -28.4% |
| 3Y | -8.9% | +25.1% | -34.0% | -35.7% |
| 5Y | +19.7% | +19.7% | 0.0% | -8.8% |
| All | +99.7% | +47.9% | +51.8% | +11.8% |
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 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