+2.5%
LIN vs USFD
+34.2%
-31.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | -2.4% | +3.5% | -6.0% | -3.0% |
| 3M | -5.6% | +26.6% | -32.1% | -8.6% |
| 6M | -3.4% | +11.7% | -15.1% | -5.1% |
| YTD | +13.1% | +38.1% | -25.0% | +6.8% |
| 1Y | +2.5% | +33.4% | -30.9% | +1.0% |
| All | +2.5% | +34.2% | -31.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling