+211.9%
LHX vs USFD
+359.1%
-147.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.5% |
| 7D | +5.3% | +1.3% | +4.0% | +5.1% |
| 30D | +15.8% | +10.6% | +5.3% | +13.6% |
| 3M | -6.1% | -2.4% | -3.6% | -5.9% |
| 6M | -11.4% | +28.9% | -40.3% | -15.6% |
| YTD | -6.3% | +43.7% | -50.0% | -12.8% |
| 1Y | -8.0% | +48.5% | -56.4% | -14.9% |
| 3Y | +58.1% | +154.7% | -96.6% | +31.7% |
| 5Y | +36.3% | +218.4% | -182.1% | +6.9% |
| All | +211.9% | +359.1% | -147.2% | +134.6% |
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