+14.2%
LNT vs USFD
+49.6%
-35.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.5% | -6.2% | +0.7% |
| 7D | +7.2% | +7.8% | -0.7% | +5.6% |
| 30D | +15.6% | +16.2% | -0.5% | +12.5% |
| 3M | +5.2% | +11.0% | -5.8% | +2.9% |
| 6M | +1.7% | +20.7% | -19.1% | -1.7% |
| YTD | +17.0% | +46.0% | -28.9% | +10.1% |
| 1Y | +14.2% | +49.8% | -35.5% | +7.0% |
| All | +14.2% | +49.6% | -35.4% | +7.0% |
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