+202.1%
LMT vs USFD
+368.6%
-166.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.7% | +3.3% |
| 7D | -8.5% | +3.9% | -12.5% | -9.2% |
| 30D | +15.4% | +12.8% | +2.6% | +13.2% |
| 3M | +0.7% | +1.0% | -0.3% | +0.3% |
| 6M | +17.6% | +30.3% | -12.7% | +12.7% |
| YTD | +23.8% | +46.0% | -22.2% | +16.2% |
| 1Y | +31.6% | +49.6% | -18.0% | +23.0% |
| 3Y | +44.0% | +166.3% | -122.3% | +22.0% |
| 5Y | +98.8% | +208.4% | -109.6% | +61.4% |
| 10Y | +202.1% | +371.2% | -169.1% | +145.2% |
| All | +202.1% | +368.6% | -166.5% | +145.2% |
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