+26.3%
LIN vs USFD
+46.0%
-19.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +3.6% | +3.9% | -0.3% | +3.1% |
| 30D | +6.4% | +10.7% | -4.3% | +5.1% |
| 3M | +6.5% | +6.3% | +0.2% | +5.5% |
| 6M | +4.9% | +16.2% | -11.4% | +3.0% |
| YTD | +23.4% | +41.9% | -18.4% | +20.3% |
| 1Y | +26.3% | +44.2% | -17.9% | +23.0% |
| All | +26.3% | +46.0% | -19.6% | +23.0% |
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