+822.5%
LNG vs USFD
+329.0%
+493.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +3.4% | -3.0% | +6.4% | +4.2% |
| 30D | +14.9% | +3.5% | +11.3% | +13.8% |
| 3M | +21.4% | +26.6% | -5.2% | +14.2% |
| 6M | +17.8% | +11.7% | +6.1% | +14.0% |
| YTD | +51.3% | +38.1% | +13.2% | +38.0% |
| 1Y | +24.4% | +33.4% | -8.9% | +14.2% |
| 3Y | +79.7% | +155.8% | -76.1% | +38.2% |
| 5Y | +241.3% | +214.0% | +27.3% | +141.5% |
| 10Y | +603.1% | +320.4% | +282.8% | +318.7% |
| All | +822.5% | +329.0% | +493.5% | +453.2% |
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 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