+175.1%
LH vs USFR
+28.0%
+147.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | +14.5% | +1.0% | +13.6% | +14.2% |
| 6M | +14.8% | +1.9% | +12.9% | +14.2% |
| YTD | +23.3% | +2.7% | +20.6% | +22.3% |
| 1Y | +13.6% | +4.0% | +9.6% | +12.1% |
| 3Y | +56.3% | +14.1% | +42.3% | +49.6% |
| 5Y | +25.2% | +20.5% | +4.7% | +16.1% |
| All | +175.1% | +28.0% | +147.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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