+175.0%
LNT vs USFD
+339.9%
-164.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +5.3% | -0.3% | +5.6% | +5.3% |
| 6M | +2.0% | +15.9% | -13.8% | -0.4% |
| YTD | +15.3% | +41.6% | -26.4% | +9.1% |
| 1Y | +12.3% | +49.4% | -37.1% | +5.3% |
| 3Y | +59.1% | +157.8% | -98.8% | +37.3% |
| 5Y | +51.7% | +176.6% | -124.9% | +27.6% |
| 10Y | +170.1% | +375.4% | -205.2% | +104.5% |
| All | +175.0% | +339.9% | -164.9% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling