+241.6%
LOW vs USFD
+339.9%
-98.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +7.4% | +3.0% | +4.5% | +6.5% |
| 30D | +24.5% | +11.1% | +13.4% | +20.8% |
| 3M | +3.5% | -0.3% | +3.7% | +3.5% |
| 6M | -2.6% | +15.9% | -18.5% | -7.0% |
| YTD | -4.8% | +41.6% | -46.5% | -14.9% |
| 1Y | -0.8% | +49.4% | -50.2% | -12.8% |
| 3Y | +22.8% | +157.8% | -135.0% | -9.0% |
| 5Y | +5.3% | +176.6% | -171.3% | -25.2% |
| 10Y | +309.5% | +375.4% | -65.9% | +113.2% |
| All | +241.6% | +339.9% | -98.3% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling