+226.8%
LOW vs USFD
+322.5%
-95.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +0.4% | -3.3% | +3.7% | +1.4% |
| 30D | -10.1% | -5.3% | -4.8% | -8.7% |
| 3M | -2.9% | +18.8% | -21.6% | -7.9% |
| 6M | -19.4% | +14.3% | -33.7% | -22.8% |
| YTD | -15.4% | +36.9% | -52.3% | -23.6% |
| 1Y | -24.9% | +31.7% | -56.7% | -31.5% |
| 3Y | -7.8% | +164.5% | -172.3% | -32.3% |
| 5Y | +8.4% | +212.6% | -204.2% | -25.7% |
| 10Y | +226.8% | +329.7% | -102.9% | +78.1% |
| All | +226.8% | +322.5% | -95.7% | +78.1% |
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 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