+155.3%
LNT vs USFD
+329.0%
-173.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | -3.2% | +3.5% | -6.7% | -3.7% |
| 3M | -4.1% | +26.6% | -30.6% | -7.4% |
| 6M | -4.6% | +11.7% | -16.3% | -6.3% |
| YTD | +7.0% | +38.1% | -31.1% | +1.7% |
| 1Y | +8.3% | +33.4% | -25.1% | +3.3% |
| 3Y | +51.0% | +155.8% | -104.8% | +30.5% |
| 5Y | +30.2% | +214.0% | -183.9% | +7.6% |
| 10Y | +143.6% | +320.4% | -176.8% | +86.0% |
| All | +155.3% | +329.0% | -173.8% | +95.0% |
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