+162.1%
LTH vs USFR
+21.4%
+140.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -1.3% | +0.1% | -1.3% | -1.1% |
| 30D | +15.7% | +0.4% | +15.3% | +17.1% |
| 3M | +5.0% | +1.1% | +3.9% | +8.8% |
| 6M | +37.7% | +2.0% | +35.6% | +46.9% |
| YTD | +75.0% | +3.5% | +71.5% | +94.6% |
| 1Y | +82.6% | +4.1% | +78.6% | +106.7% |
| 3Y | +241.3% | +14.4% | +226.9% | +466.7% |
| 5Y | +135.4% | +21.4% | +114.0% | +389.5% |
| All | +162.1% | +21.4% | +140.7% | +456.1% |
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 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