+18.9%
LNG vs USFD
+24.9%
-6.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | 0.0% |
| 7D | -6.7% | -7.0% | +0.3% | -6.7% |
| 30D | +3.9% | -10.3% | +14.1% | +3.8% |
| 3M | +15.5% | +9.2% | +6.3% | +15.8% |
| 6M | +10.5% | +7.4% | +3.1% | +11.1% |
| YTD | +43.0% | +29.4% | +13.6% | +42.0% |
| 1Y | +18.9% | +24.8% | -6.0% | +19.6% |
| All | +18.9% | +24.9% | -6.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling