+1,321.8%
LITE vs USFD
+370.5%
+951.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.9% | -17.9% |
| 7D | -44.6% | +3.9% | -48.5% | -45.4% |
| 30D | -55.0% | +10.7% | -65.7% | -56.6% |
| 3M | -38.3% | +6.3% | -44.6% | -39.8% |
| 6M | -48.8% | +16.2% | -65.0% | -51.8% |
| YTD | +38.3% | +41.9% | -3.6% | +21.8% |
| 1Y | +119.0% | +44.2% | +74.8% | +92.2% |
| 3Y | +1,092.0% | +159.8% | +932.2% | +790.7% |
| 5Y | +446.1% | +177.1% | +269.0% | +294.5% |
| All | +1,321.8% | +370.5% | +951.3% | +699.0% |
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 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