+143.5%
LTH vs USFR
+20.4%
+123.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.4% |
| 30D | -4.6% | +0.3% | -4.9% | -3.7% |
| 3M | +32.8% | +1.0% | +31.8% | +36.9% |
| 6M | +64.6% | +1.9% | +62.7% | +74.5% |
| YTD | +62.6% | +2.6% | +60.0% | +75.7% |
| 1Y | +49.9% | +4.0% | +45.9% | +68.5% |
| 3Y | +151.3% | +14.1% | +137.2% | +319.3% |
| All | +143.5% | +20.4% | +123.1% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling