+274.3%
LTH vs USFR
+14.4%
+259.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.7% |
| 30D | +16.3% | +0.4% | +15.9% | +17.1% |
| 3M | +8.4% | +1.1% | +7.3% | +10.0% |
| 6M | +40.3% | +2.1% | +38.2% | +42.2% |
| YTD | +77.3% | +3.4% | +73.9% | +77.0% |
| 1Y | +88.0% | +4.1% | +83.8% | +86.4% |
| 3Y | +274.3% | +14.4% | +259.9% | +492.2% |
| All | +274.3% | +14.4% | +259.8% | +492.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling