+61.3%
LHX vs USFD
+162.9%
-101.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.5% | -3.3% | +0.8% | -2.0% |
| 30D | -10.4% | -5.3% | -5.0% | -9.6% |
| 3M | -14.9% | +18.8% | -33.7% | -17.2% |
| 6M | -29.6% | +14.3% | -43.9% | -31.2% |
| YTD | -11.8% | +36.9% | -48.7% | -16.9% |
| 1Y | -5.1% | +31.7% | -36.8% | -9.9% |
| 3Y | +61.3% | +164.5% | -103.2% | +29.2% |
| All | +61.3% | +162.9% | -101.6% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling