+36.4%
LHX vs USFD
+208.7%
-172.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.6% | +8.4% | -9.0% | -1.8% |
| 30D | +16.5% | +12.7% | +3.7% | +14.5% |
| 3M | -4.3% | +1.1% | -5.4% | -4.6% |
| 6M | -7.1% | +30.2% | -37.2% | -10.6% |
| YTD | -4.8% | +45.8% | -50.7% | -10.4% |
| 1Y | -5.5% | +51.9% | -57.5% | -11.6% |
| 3Y | +60.5% | +158.5% | -98.0% | +38.6% |
| 5Y | +36.4% | +208.0% | -171.6% | +11.7% |
| All | +36.4% | +208.7% | -172.3% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling