+24.4%
LII vs USHY
+21.9%
+2.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.0% |
| 30D | -12.4% | 0.0% | -12.4% | -12.4% |
| 3M | -24.8% | +1.2% | -26.0% | -26.5% |
| 6M | -25.2% | +2.6% | -27.8% | -28.7% |
| YTD | -20.3% | +2.4% | -22.7% | -23.7% |
| 1Y | -32.9% | +4.2% | -37.2% | -38.0% |
| 3Y | +2.0% | +28.0% | -26.0% | -35.1% |
| 5Y | +24.4% | +21.8% | +2.7% | -10.5% |
| All | +24.4% | +21.9% | +2.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling