+135.2%
LTH vs USFR
+20.5%
+114.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.0% | +0.1% | -4.1% | -3.8% |
| 30D | -1.7% | +0.3% | -2.0% | -0.8% |
| 3M | +28.0% | +1.0% | +27.0% | +31.9% |
| 6M | +54.1% | +1.9% | +52.1% | +63.4% |
| YTD | +57.1% | +2.7% | +54.4% | +69.9% |
| 1Y | +45.8% | +4.0% | +41.8% | +63.7% |
| 3Y | +157.6% | +14.0% | +143.5% | +327.8% |
| All | +135.2% | +20.5% | +114.7% | +385.5% |
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