+173.2%
LNT vs USFD
+368.6%
-195.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.6% |
| 7D | +0.6% | +3.9% | -3.3% | 0.0% |
| 30D | +12.4% | +12.8% | -0.4% | +10.4% |
| 3M | +6.7% | +1.0% | +5.7% | +6.4% |
| 6M | +3.9% | +30.3% | -26.3% | -0.2% |
| YTD | +16.5% | +46.0% | -29.4% | +9.7% |
| 1Y | +12.5% | +49.6% | -37.1% | +5.5% |
| 3Y | +66.9% | +166.3% | -99.4% | +43.4% |
| 5Y | +56.1% | +208.4% | -152.3% | +29.3% |
| 10Y | +173.2% | +371.2% | -198.0% | +100.7% |
| All | +173.2% | +368.6% | -195.4% | +100.7% |
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