+75.7%
LTH vs USFR
+4.1%
+71.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.0% |
| 30D | +14.8% | +0.4% | +14.4% | +18.9% |
| 3M | +3.9% | +1.0% | +2.9% | +14.8% |
| 6M | +35.5% | +2.0% | +33.5% | +57.7% |
| YTD | +71.3% | +3.4% | +67.9% | +103.8% |
| 1Y | +75.7% | +4.1% | +71.6% | +132.4% |
| All | +75.7% | +4.1% | +71.6% | +132.4% |
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