+81.0%
LTH vs USFR
+4.1%
+76.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +9.9% | +0.1% | +9.8% | +11.0% |
| 30D | +18.3% | +0.4% | +17.9% | +22.9% |
| 3M | +5.9% | +1.1% | +4.9% | +18.2% |
| 6M | +80.3% | +2.0% | +78.3% | +115.0% |
| YTD | +78.3% | +3.4% | +74.9% | +131.4% |
| 1Y | +81.0% | +4.1% | +76.9% | +185.2% |
| All | +81.0% | +4.1% | +76.9% | +185.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling