+7.0%
LIN vs USFD
+18.5%
-11.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.5% | -5.9% | +0.9% |
| 7D | +3.3% | +7.8% | -4.6% | +1.7% |
| 30D | +8.8% | +16.2% | -7.4% | +5.7% |
| 3M | +8.6% | +11.0% | -2.4% | +5.9% |
| 6M | +7.0% | +20.7% | -13.7% | +2.0% |
| All | +7.0% | +18.5% | -11.5% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling