+187.0%
LMT vs USFD
+329.0%
-142.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -5.8% |
| 30D | -8.5% | +3.5% | -12.0% | -9.0% |
| 3M | +1.8% | +26.6% | -24.7% | -1.8% |
| 6M | -19.9% | +11.7% | -31.6% | -21.5% |
| YTD | +10.6% | +38.1% | -27.6% | +4.8% |
| 1Y | +17.9% | +33.4% | -15.4% | +12.2% |
| 3Y | +27.0% | +155.8% | -128.9% | +8.3% |
| 5Y | +68.7% | +214.0% | -145.4% | +36.6% |
| 10Y | +181.1% | +320.4% | -139.3% | +129.0% |
| All | +187.0% | +329.0% | -142.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling