+74.7%
LNG vs USFD
+162.9%
-88.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.3% |
| 7D | -6.2% | -3.3% | -2.8% | -5.7% |
| 30D | +8.0% | -5.3% | +13.3% | +8.8% |
| 3M | +16.9% | +18.8% | -1.9% | +13.7% |
| 6M | +8.7% | +14.3% | -5.6% | +6.2% |
| YTD | +43.0% | +36.9% | +6.1% | +33.5% |
| 1Y | +19.4% | +31.7% | -12.3% | +12.5% |
| 3Y | +74.7% | +164.5% | -89.8% | +52.1% |
| All | +74.7% | +162.9% | -88.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling