+53.8%
LNT vs USFD
+215.4%
-161.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.0% | +1.7% | -0.6% | +0.8% |
| 30D | +9.6% | +10.2% | -0.6% | +7.8% |
| 3M | +5.4% | -1.5% | +6.9% | +5.5% |
| 6M | +3.1% | +27.3% | -24.2% | -1.2% |
| YTD | +16.5% | +44.0% | -27.5% | +9.1% |
| 1Y | +12.3% | +50.4% | -38.0% | +4.4% |
| 3Y | +70.3% | +153.6% | -83.3% | +44.8% |
| All | +53.8% | +215.4% | -161.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling