-21.1%
LOW vs USFD
+34.2%
-55.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -1.7% | -3.0% | +1.3% | -1.0% |
| 30D | -7.0% | +3.5% | -10.6% | -7.9% |
| 3M | -0.9% | +26.6% | -27.4% | -6.0% |
| 6M | -20.1% | +11.7% | -31.8% | -22.4% |
| YTD | -13.9% | +38.1% | -52.0% | -18.5% |
| 1Y | -21.1% | +33.4% | -54.5% | -23.0% |
| All | -21.1% | +34.2% | -55.4% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling