+544.5%
LNG vs USFD
+306.5%
+238.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +1.3% |
| 7D | -6.7% | -7.0% | +0.3% | -5.1% |
| 30D | +3.9% | -10.3% | +14.1% | +6.6% |
| 3M | +15.5% | +9.2% | +6.3% | +12.7% |
| 6M | +10.5% | +7.4% | +3.1% | +7.9% |
| YTD | +43.0% | +29.4% | +13.6% | +32.4% |
| 1Y | +18.9% | +24.8% | -6.0% | +10.8% |
| 3Y | +74.7% | +150.0% | -75.3% | +34.8% |
| 5Y | +231.2% | +195.5% | +35.8% | +137.4% |
| 10Y | +544.5% | +315.7% | +228.8% | +291.2% |
| All | +544.5% | +306.5% | +238.0% | +291.2% |
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