+70.3%
LNT vs USFD
+156.3%
-86.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.0% | +1.7% | -0.6% | +0.7% |
| 30D | +9.6% | +10.2% | -0.6% | +7.5% |
| 3M | +5.4% | -1.5% | +6.9% | +5.4% |
| 6M | +3.1% | +27.3% | -24.2% | -1.6% |
| YTD | +16.5% | +44.0% | -27.5% | +8.1% |
| 1Y | +12.3% | +50.4% | -38.0% | +3.3% |
| 3Y | +70.3% | +153.6% | -83.3% | +35.5% |
| All | +70.3% | +156.3% | -86.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling