+2,043.2%
LLY vs USFD
+369.7%
+1,673.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | +3.0% | -7.4% | -4.8% |
| 30D | +13.9% | +11.1% | +2.8% | +12.7% |
| 3M | +13.8% | -0.3% | +14.0% | +13.7% |
| 6M | +37.6% | +15.9% | +21.7% | +35.6% |
| YTD | +26.6% | +41.6% | -15.0% | +22.3% |
| 1Y | +45.3% | +49.4% | -4.1% | +39.7% |
| 3Y | +132.2% | +157.8% | -25.6% | +114.1% |
| 5Y | +434.7% | +176.6% | +258.0% | +385.4% |
| All | +2,043.2% | +369.7% | +1,673.5% | +1,722.6% |
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