+98.1%
LII vs USHY
+47.7%
+50.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | +0.4% | +0.3% | +0.1% | -0.1% |
| 30D | -2.4% | -0.1% | -2.2% | -2.1% |
| 3M | -17.5% | -1.9% | -15.6% | -14.7% |
| 6M | -32.8% | -1.0% | -31.8% | -31.4% |
| YTD | -27.7% | +0.4% | -28.1% | -27.7% |
| 1Y | -28.1% | +1.4% | -29.5% | -29.3% |
| 3Y | -9.7% | +24.9% | -34.6% | -36.0% |
| 5Y | +19.5% | +19.3% | +0.2% | -8.5% |
| All | +98.1% | +47.7% | +50.4% | +11.2% |
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