+10.6%
LNT vs USFD
+50.4%
-39.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | +9.9% | +10.6% | -0.6% | +7.9% |
| 3M | +4.8% | -2.4% | +7.2% | +4.8% |
| 6M | +2.2% | +28.9% | -26.7% | -2.0% |
| YTD | +15.9% | +43.7% | -27.8% | +9.3% |
| 1Y | +10.6% | +48.5% | -37.9% | +3.7% |
| All | +10.6% | +50.4% | -39.8% | +3.7% |
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 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