+467.2%
LIN vs USFD
+353.3%
+113.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.5% | -5.9% | +0.6% |
| 7D | +3.3% | +7.8% | -4.6% | +1.4% |
| 30D | +8.8% | +16.2% | -7.4% | +4.9% |
| 3M | +8.6% | +11.0% | -2.4% | +5.7% |
| 6M | +7.0% | +20.7% | -13.7% | +1.9% |
| YTD | +24.3% | +46.0% | -21.7% | +12.4% |
| 1Y | +27.3% | +49.8% | -22.5% | +14.2% |
| 3Y | +38.9% | +167.3% | -128.4% | +7.8% |
| 5Y | +69.4% | +197.2% | -127.8% | +25.8% |
| 10Y | +440.7% | +389.9% | +50.9% | +252.9% |
| All | +467.2% | +353.3% | +113.9% | +271.1% |
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