+299.7%
LOW vs USFD
+365.4%
-65.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +25.6% | +12.3% | +13.3% | +21.4% |
| 3M | +5.3% | -0.7% | +6.0% | +5.5% |
| 6M | +3.7% | +31.3% | -27.5% | -4.5% |
| YTD | -1.9% | +45.7% | -47.6% | -12.9% |
| 1Y | +0.6% | +52.1% | -51.6% | -12.1% |
| 3Y | +26.4% | +158.2% | -131.8% | -6.3% |
| 5Y | +10.1% | +213.8% | -203.6% | -24.4% |
| All | +299.7% | +365.4% | -65.8% | +118.7% |
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