+88.0%
LH vs USFR
+14.3%
+73.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +18.7% | +0.4% | +18.3% | +18.7% |
| 3M | +15.3% | +1.0% | +14.3% | +15.9% |
| 6M | +45.4% | +2.0% | +43.4% | +48.6% |
| YTD | +49.5% | +3.4% | +46.1% | +54.7% |
| 1Y | +41.4% | +4.1% | +37.3% | +46.1% |
| All | +88.0% | +14.3% | +73.6% | +126.1% |
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