+1,612.0%
LLY vs USFD
+321.9%
+1,290.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.9% |
| 30D | -1.6% | +3.5% | -5.1% | -2.0% |
| 3M | +2.3% | +26.6% | -24.3% | 0.0% |
| 6M | +14.9% | +11.7% | +3.2% | +13.6% |
| YTD | +7.5% | +38.1% | -30.7% | +4.1% |
| 1Y | +55.7% | +33.4% | +22.3% | +51.2% |
| 3Y | +110.6% | +155.8% | -45.2% | +94.2% |
| 5Y | +363.4% | +214.0% | +149.4% | +317.4% |
| All | +1,612.0% | +321.9% | +1,290.1% | +1,401.3% |
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