+194.7%
USFD vs LTH
+186.2%
+8.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +8.4% | +6.4% | +2.0% | +6.9% |
| 30D | +12.7% | +16.7% | -4.0% | +8.8% |
| 3M | +1.1% | +11.7% | -10.6% | -1.5% |
| 6M | +30.2% | +48.5% | -18.4% | +18.3% |
| YTD | +45.8% | +78.4% | -32.6% | +25.9% |
| 1Y | +51.9% | +89.7% | -37.7% | +29.2% |
| 3Y | +158.5% | +245.6% | -87.2% | +84.3% |
| 5Y | +208.0% | +142.7% | +65.4% | +116.5% |
| All | +194.7% | +186.2% | +8.5% | +103.4% |
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