+188.9%
LMT vs USFD
+322.5%
-133.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -1.5% | -3.3% | +1.8% | -1.0% |
| 30D | -8.2% | -5.3% | -2.9% | -7.5% |
| 3M | +3.7% | +18.8% | -15.1% | +1.0% |
| 6M | -19.2% | +14.3% | -33.4% | -21.0% |
| YTD | +12.9% | +36.9% | -24.0% | +7.1% |
| 1Y | +19.8% | +31.7% | -11.9% | +14.2% |
| 3Y | +37.3% | +164.5% | -127.2% | +16.4% |
| 5Y | +74.4% | +212.6% | -138.2% | +41.1% |
| 10Y | +188.9% | +329.7% | -140.8% | +135.7% |
| All | +188.9% | +322.5% | -133.6% | +135.7% |
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