+1,402.3%
LITE vs USFD
+369.7%
+1,032.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | +3.0% | -38.9% | -36.7% |
| 30D | -51.5% | +11.1% | -62.6% | -53.3% |
| 3M | -35.7% | -0.3% | -35.5% | -36.0% |
| 6M | -43.0% | +15.9% | -58.8% | -46.3% |
| YTD | +46.1% | +41.6% | +4.5% | +28.7% |
| 1Y | +124.7% | +49.4% | +75.3% | +95.2% |
| 3Y | +1,172.1% | +157.8% | +1,014.2% | +852.4% |
| 5Y | +477.0% | +176.6% | +300.4% | +317.1% |
| All | +1,402.3% | +369.7% | +1,032.6% | +744.7% |
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