+286.2%
LRCX vs USFD
+208.7%
+77.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.6% | +8.4% | -12.0% | -7.5% |
| 30D | -30.3% | +12.7% | -43.0% | -34.9% |
| 3M | -27.3% | +1.1% | -28.5% | -28.2% |
| 6M | -24.2% | +30.2% | -54.4% | -36.1% |
| YTD | +30.3% | +45.8% | -15.5% | +1.0% |
| 1Y | +34.3% | +51.9% | -17.6% | +1.4% |
| 3Y | +232.6% | +158.5% | +74.2% | +75.9% |
| 5Y | +286.2% | +208.0% | +78.1% | +75.5% |
| All | +286.2% | +208.7% | +77.4% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling