+166.3%
USFD vs LTH
+240.3%
-74.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +3.9% | +7.0% | -3.1% | +2.7% |
| 30D | +12.8% | +15.4% | -2.6% | +10.0% |
| 3M | +1.0% | +7.0% | -6.1% | -0.4% |
| 6M | +30.3% | +46.9% | -16.6% | +21.4% |
| YTD | +46.0% | +76.4% | -30.4% | +30.7% |
| 1Y | +49.6% | +83.7% | -34.1% | +32.9% |
| 3Y | +166.3% | +248.9% | -82.6% | +119.6% |
| All | +166.3% | +240.3% | -74.0% | +119.6% |
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