+3,579.6%
LITE vs USFD
+329.0%
+3,250.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -1.5% | -3.0% | +1.5% | -0.7% |
| 30D | +6.7% | +3.5% | +3.1% | +5.5% |
| 3M | -6.8% | +26.6% | -33.3% | -14.0% |
| 6M | +29.4% | +11.7% | +17.7% | +24.0% |
| YTD | +139.1% | +38.1% | +101.0% | +113.5% |
| 1Y | +521.0% | +33.4% | +487.6% | +460.1% |
| 3Y | +1,535.3% | +155.8% | +1,379.5% | +1,135.4% |
| 5Y | +889.8% | +214.0% | +675.8% | +600.1% |
| 10Y | +2,400.7% | +320.4% | +2,080.4% | +1,376.6% |
| All | +3,579.6% | +329.0% | +3,250.5% | +2,080.0% |
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 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