+186.1%
USFD vs LTH
+184.4%
+1.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | +3.0% | +4.5% | -1.5% | +1.9% |
| 30D | +11.1% | +16.3% | -5.3% | +7.2% |
| 3M | -0.3% | +8.4% | -8.7% | -2.3% |
| 6M | +15.9% | +40.3% | -24.4% | +6.8% |
| YTD | +41.6% | +77.3% | -35.7% | +22.5% |
| 1Y | +49.4% | +88.0% | -38.6% | +27.4% |
| 3Y | +157.8% | +274.3% | -116.4% | +79.8% |
| 5Y | +176.6% | +142.9% | +33.7% | +94.4% |
| All | +186.1% | +184.4% | +1.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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