+423.5%
LIN vs USFD
+370.5%
+53.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +3.6% | +3.9% | -0.3% | +2.6% |
| 30D | +6.4% | +10.7% | -4.3% | +3.7% |
| 3M | +6.5% | +6.3% | +0.2% | +4.6% |
| 6M | +4.9% | +16.2% | -11.4% | +0.7% |
| YTD | +23.4% | +41.9% | -18.4% | +12.4% |
| 1Y | +26.3% | +44.2% | -17.9% | +14.3% |
| 3Y | +38.0% | +159.8% | -121.8% | +7.6% |
| 5Y | +68.0% | +177.1% | -109.1% | +26.6% |
| All | +423.5% | +370.5% | +53.0% | +247.2% |
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 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