+8.3%
LNT vs USFD
+34.2%
-25.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.0% | +2.9% | +0.4% |
| 30D | -3.2% | +3.5% | -6.7% | -3.8% |
| 3M | -4.1% | +26.6% | -30.6% | -7.6% |
| 6M | -4.6% | +11.7% | -16.3% | -6.4% |
| YTD | +7.0% | +38.1% | -31.1% | +1.3% |
| 1Y | +8.3% | +33.4% | -25.1% | +4.5% |
| All | +8.3% | +34.2% | -25.9% | +4.5% |
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 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