+76.0%
LNG vs USFD
+163.9%
-87.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -5.5% | +8.4% | -13.8% | -6.4% |
| 30D | +5.7% | +12.7% | -7.0% | +4.0% |
| 3M | +10.7% | +1.1% | +9.6% | +10.6% |
| 6M | +23.1% | +30.2% | -7.1% | +17.9% |
| YTD | +52.4% | +45.8% | +6.6% | +40.3% |
| 1Y | +40.0% | +51.9% | -11.9% | +27.4% |
| 3Y | +76.0% | +158.5% | -82.4% | +55.5% |
| All | +76.0% | +163.9% | -87.8% | +55.5% |
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