+3,866.3%
LRCX vs USFD
+306.5%
+3,559.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | +0.8% |
| 7D | +9.5% | -7.0% | +16.5% | +12.7% |
| 30D | +3.1% | -10.3% | +13.4% | +7.6% |
| 3M | -3.4% | +9.2% | -12.6% | -7.8% |
| 6M | +49.7% | +7.4% | +42.3% | +43.7% |
| YTD | +84.9% | +29.4% | +55.5% | +63.2% |
| 1Y | +200.8% | +24.8% | +176.0% | +168.9% |
| 3Y | +385.1% | +150.0% | +235.1% | +224.3% |
| 5Y | +460.5% | +195.5% | +265.0% | +248.3% |
| 10Y | +3,866.3% | +315.7% | +3,550.5% | +1,835.9% |
| All | +3,866.3% | +306.5% | +3,559.7% | +1,835.9% |
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