+17.9%
LMT vs USFD
+34.2%
-16.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -6.1% |
| 30D | -8.5% | +3.5% | -12.0% | -8.8% |
| 3M | +1.8% | +26.6% | -24.7% | +0.1% |
| 6M | -19.9% | +11.7% | -31.6% | -20.5% |
| YTD | +10.6% | +38.1% | -27.6% | +7.4% |
| 1Y | +17.9% | +33.4% | -15.4% | +17.4% |
| All | +17.9% | +34.2% | -16.3% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling