+141.8%
LNT vs USFD
+322.5%
-180.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.1% |
| 7D | +1.0% | -3.3% | +4.4% | +1.5% |
| 30D | -1.1% | -5.3% | +4.2% | -0.3% |
| 3M | -3.6% | +18.8% | -22.4% | -6.1% |
| 6M | -2.7% | +14.3% | -16.9% | -4.8% |
| YTD | +8.0% | +36.9% | -28.9% | +2.7% |
| 1Y | +10.5% | +31.7% | -21.3% | +5.5% |
| 3Y | +49.6% | +164.5% | -114.9% | +28.5% |
| 5Y | +32.2% | +212.6% | -180.4% | +9.1% |
| 10Y | +141.8% | +329.7% | -187.9% | +76.8% |
| All | +141.8% | +322.5% | -180.7% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling