+54.8%
LNT vs USFD
+188.3%
-133.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +1.4% | +3.0% | -1.5% | +0.9% |
| 30D | +12.3% | +11.1% | +1.2% | +10.3% |
| 3M | +5.3% | -0.3% | +5.6% | +5.2% |
| 6M | +2.0% | +15.9% | -13.8% | -0.7% |
| YTD | +15.3% | +41.6% | -26.4% | +8.2% |
| 1Y | +12.3% | +49.4% | -37.1% | +4.4% |
| 3Y | +59.1% | +157.8% | -98.8% | +34.9% |
| All | +54.8% | +188.3% | -133.5% | +26.4% |
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