+209.0%
LOW vs USFD
+329.0%
-120.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -7.0% | +3.5% | -10.6% | -8.1% |
| 3M | -0.9% | +26.6% | -27.4% | -7.8% |
| 6M | -20.1% | +11.7% | -31.8% | -22.9% |
| YTD | -13.9% | +38.1% | -52.0% | -22.4% |
| 1Y | -21.1% | +33.4% | -54.5% | -28.3% |
| 3Y | -6.6% | +155.8% | -162.4% | -30.7% |
| 5Y | +9.4% | +214.0% | -204.7% | -25.2% |
| 10Y | +220.5% | +320.4% | -99.9% | +74.1% |
| All | +209.0% | +329.0% | -120.0% | +67.4% |
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 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