+49.4%
USFD vs LTH
+84.4%
-35.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +3.0% | +4.5% | -1.5% | +2.2% |
| 30D | +11.1% | +16.3% | -5.3% | +8.6% |
| 3M | -0.3% | +8.4% | -8.7% | -1.6% |
| 6M | +15.9% | +40.3% | -24.4% | +10.6% |
| YTD | +41.6% | +77.3% | -35.7% | +27.3% |
| 1Y | +49.4% | +88.0% | -38.6% | +29.8% |
| All | +49.4% | +84.4% | -35.0% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling