+1,420.3%
LLY vs USHY
+49.7%
+1,370.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -3.2% | -0.7% | -2.4% | -2.4% |
| 30D | -7.4% | -0.5% | -6.9% | -6.9% |
| 3M | -1.0% | +0.5% | -1.6% | -1.6% |
| 6M | +12.5% | +1.5% | +11.0% | +10.7% |
| YTD | +5.0% | +1.7% | +3.3% | +3.1% |
| 1Y | +49.8% | +3.5% | +46.2% | +44.4% |
| 3Y | +95.5% | +27.2% | +68.3% | +54.2% |
| 5Y | +390.7% | +21.0% | +369.7% | +311.8% |
| All | +1,420.3% | +49.7% | +1,370.7% | +901.6% |
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