+64.7%
LH vs USFR
+14.0%
+50.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | +0.1% | -3.2% | -3.1% |
| 30D | +0.1% | +0.3% | -0.1% | +0.8% |
| 3M | +18.6% | +1.0% | +17.7% | +21.5% |
| 6M | +17.9% | +1.9% | +16.0% | +23.7% |
| YTD | +28.9% | +2.7% | +26.3% | +37.1% |
| 1Y | +16.6% | +4.0% | +12.6% | +26.9% |
| All | +64.7% | +14.0% | +50.6% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling