+194.9%
USFD vs LTH
+183.0%
+11.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +3.9% | +7.0% | -3.1% | +2.3% |
| 30D | +12.8% | +15.4% | -2.6% | +9.2% |
| 3M | +1.0% | +7.0% | -6.1% | -0.7% |
| 6M | +30.3% | +46.9% | -16.6% | +18.7% |
| YTD | +46.0% | +76.4% | -30.4% | +26.4% |
| 1Y | +49.6% | +83.7% | -34.1% | +28.2% |
| 3Y | +166.3% | +248.9% | -82.6% | +89.3% |
| 5Y | +208.4% | +141.8% | +66.6% | +116.9% |
| All | +194.9% | +183.0% | +11.9% | +104.1% |
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