+134.1%
LLY vs USFD
+159.7%
-25.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.0% |
| 7D | -0.7% | +3.9% | -4.6% | -1.8% |
| 30D | +17.9% | +10.7% | +7.2% | +14.6% |
| 3M | +16.8% | +6.3% | +10.5% | +14.6% |
| 6M | +38.4% | +16.2% | +22.2% | +32.5% |
| YTD | +27.6% | +41.9% | -14.3% | +14.9% |
| 1Y | +48.3% | +44.2% | +4.1% | +32.7% |
| All | +134.1% | +159.7% | -25.6% | +89.8% |
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