+92.7%
LLY vs USHY
+27.6%
+65.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -3.1% | -0.1% | -3.0% | -2.9% |
| 30D | -8.6% | 0.0% | -8.6% | -8.5% |
| 3M | -1.6% | +0.8% | -2.5% | -3.1% |
| 6M | +11.8% | +1.9% | +9.9% | +8.3% |
| YTD | +5.1% | +2.3% | +2.9% | +1.2% |
| 1Y | +50.7% | +4.1% | +46.6% | +40.8% |
| All | +92.7% | +27.6% | +65.1% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling