+190.4%
USFD vs LTH
+174.8%
+15.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.4% |
| 7D | +1.3% | -4.6% | +5.9% | +2.4% |
| 30D | +10.6% | +14.8% | -4.3% | +7.1% |
| 3M | -2.4% | +3.9% | -6.3% | -3.4% |
| 6M | +28.9% | +35.5% | -6.6% | +19.7% |
| YTD | +43.7% | +71.3% | -27.6% | +25.3% |
| 1Y | +48.5% | +75.7% | -27.2% | +28.6% |
| 3Y | +154.7% | +231.9% | -77.2% | +83.3% |
| 5Y | +218.4% | +130.5% | +87.9% | +125.9% |
| All | +190.4% | +174.8% | +15.5% | +102.2% |
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