+209.9%
LMT vs USFD
+339.9%
-130.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -11.0% | +3.0% | -13.9% | -11.5% |
| 30D | +13.6% | +11.1% | +2.5% | +11.7% |
| 3M | -2.1% | -0.3% | -1.8% | -2.3% |
| 6M | +11.7% | +15.9% | -4.2% | +8.8% |
| YTD | +19.4% | +41.6% | -22.3% | +12.5% |
| 1Y | +24.1% | +49.4% | -25.3% | +15.9% |
| 3Y | +36.2% | +157.8% | -121.7% | +15.9% |
| 5Y | +90.7% | +176.6% | -85.9% | +57.6% |
| 10Y | +212.5% | +375.4% | -162.9% | +151.0% |
| All | +209.9% | +339.9% | -130.0% | +149.9% |
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