+24.8%
LOW vs USFD
+156.3%
-131.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +21.7% | +10.2% | +11.5% | +18.0% |
| 3M | +5.0% | -1.5% | +6.5% | +5.3% |
| 6M | +4.6% | +27.3% | -22.7% | -3.3% |
| YTD | -3.5% | +44.0% | -47.5% | -14.8% |
| 1Y | +0.5% | +50.4% | -49.8% | -12.7% |
| 3Y | +24.8% | +153.6% | -128.8% | -9.4% |
| All | +24.8% | +156.3% | -131.5% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling