+158.3%
USFD vs LTH
+273.3%
-115.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +3.9% | +5.3% | -1.4% | +3.0% |
| 30D | +10.7% | +18.3% | -7.6% | +7.5% |
| 3M | +6.3% | +5.4% | +0.9% | +5.1% |
| 6M | +16.2% | +62.5% | -46.3% | +6.4% |
| YTD | +41.9% | +79.6% | -37.8% | +26.9% |
| 1Y | +44.2% | +88.1% | -43.9% | +27.8% |
| All | +158.3% | +273.3% | -115.1% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling