+416.2%
LIN vs USFD
+329.0%
+87.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | -3.0% | +0.9% | -1.4% |
| 30D | -2.4% | +3.5% | -6.0% | -3.3% |
| 3M | -5.6% | +26.6% | -32.1% | -10.9% |
| 6M | -3.4% | +11.7% | -15.1% | -6.3% |
| YTD | +13.1% | +38.1% | -25.0% | +3.8% |
| 1Y | +2.5% | +33.4% | -30.9% | -5.3% |
| 3Y | +27.6% | +155.8% | -128.2% | +0.1% |
| 5Y | +63.0% | +214.0% | -151.0% | +19.9% |
| 10Y | +359.3% | +320.4% | +38.9% | +205.6% |
| All | +416.2% | +329.0% | +87.2% | +242.8% |
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