+110.2%
LLY vs USFD
+156.9%
-46.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -3.0% | +0.9% | -1.4% |
| 30D | -1.6% | +3.5% | -5.1% | -2.6% |
| 3M | +2.3% | +26.6% | -24.3% | -3.4% |
| 6M | +14.9% | +11.7% | +3.2% | +11.6% |
| YTD | +7.5% | +38.1% | -30.7% | -1.3% |
| 1Y | +55.7% | +33.4% | +22.3% | +44.3% |
| All | +110.2% | +156.9% | -46.7% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling