+100.5%
LII vs USHY
+48.0%
+52.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +2.9% | -0.4% | +3.4% | +3.7% |
| 30D | +0.9% | +0.6% | +0.3% | -0.1% |
| 3M | -15.5% | -2.0% | -13.5% | -12.4% |
| 6M | -30.2% | -0.5% | -29.7% | -29.3% |
| YTD | -26.8% | +0.6% | -27.4% | -27.1% |
| 1Y | -25.3% | +2.1% | -27.4% | -27.4% |
| 3Y | -7.8% | +25.3% | -33.1% | -35.0% |
| 5Y | +17.0% | +19.7% | -2.8% | -10.9% |
| All | +100.5% | +48.0% | +52.5% | +12.1% |
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 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