+313.3%
LOW vs USFD
+368.6%
-55.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.4% |
| 7D | +6.4% | +3.9% | +2.5% | +5.2% |
| 30D | +25.6% | +12.8% | +12.7% | +21.3% |
| 3M | +4.6% | +1.0% | +3.6% | +4.2% |
| 6M | +2.5% | +30.3% | -27.7% | -5.4% |
| YTD | -1.6% | +46.0% | -47.6% | -12.8% |
| 1Y | +1.7% | +49.6% | -47.9% | -10.6% |
| 3Y | +29.4% | +166.3% | -136.8% | -4.9% |
| 5Y | +9.6% | +208.4% | -198.8% | -24.3% |
| 10Y | +313.3% | +371.2% | -57.9% | +127.0% |
| All | +313.3% | +368.6% | -55.3% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling