+348.3%
LH vs USFR
+27.6%
+320.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | +24.3% | +1.0% | +23.3% | +24.1% |
| 6M | +21.1% | +1.9% | +19.1% | +20.7% |
| YTD | +30.4% | +2.7% | +27.8% | +29.9% |
| 1Y | +18.4% | +4.0% | +14.3% | +17.6% |
| 3Y | +65.5% | +14.0% | +51.4% | +61.7% |
| 5Y | +29.9% | +20.4% | +9.5% | +25.4% |
| 10Y | +186.6% | +28.1% | +158.6% | +173.2% |
| All | +348.3% | +27.6% | +320.7% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling