+292.3%
LHX vs USFD
+329.0%
-36.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.0% | -3.0% | +1.1% | -1.4% |
| 30D | -9.9% | +3.5% | -13.5% | -10.6% |
| 3M | -16.5% | +26.6% | -43.1% | -20.0% |
| 6M | -29.6% | +11.7% | -41.3% | -31.2% |
| YTD | -11.6% | +38.1% | -49.7% | -17.0% |
| 1Y | -4.1% | +33.4% | -37.5% | -9.5% |
| 3Y | +53.3% | +155.8% | -102.6% | +27.7% |
| 5Y | +22.3% | +214.0% | -191.8% | -4.0% |
| 10Y | +231.9% | +320.4% | -88.5% | +147.1% |
| All | +292.3% | +329.0% | -36.7% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling