+232.3%
LHX vs USFD
+306.5%
-74.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.1% |
| 7D | -3.7% | -7.0% | +3.3% | -2.5% |
| 30D | -13.2% | -10.3% | -2.9% | -11.5% |
| 3M | -18.4% | +9.2% | -27.5% | -19.7% |
| 6M | -32.0% | +7.4% | -39.4% | -33.0% |
| YTD | -13.6% | +29.4% | -43.0% | -18.0% |
| 1Y | -6.0% | +24.8% | -30.8% | -10.3% |
| 3Y | +57.9% | +150.0% | -92.1% | +32.0% |
| 5Y | +19.2% | +195.5% | -176.3% | -5.5% |
| 10Y | +232.3% | +315.7% | -83.5% | +144.5% |
| All | +232.3% | +306.5% | -74.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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