+121.6%
LII vs USHY
+50.7%
+70.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | -12.6% | +0.1% | -12.7% | -12.7% |
| 3M | -24.4% | +0.8% | -25.3% | -25.4% |
| 6M | -28.7% | +1.7% | -30.4% | -30.4% |
| YTD | -19.1% | +2.5% | -21.6% | -22.1% |
| 1Y | -29.7% | +4.4% | -34.1% | -34.3% |
| 3Y | +4.8% | +27.4% | -22.6% | -28.3% |
| 5Y | +24.6% | +21.7% | +2.8% | -8.0% |
| All | +121.6% | +50.7% | +70.8% | +19.8% |
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