+455.4%
LRCX vs USFD
+217.8%
+237.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +1.9% | -3.0% | +4.9% | +3.5% |
| 30D | +0.1% | +3.5% | -3.5% | -2.0% |
| 3M | -8.5% | +26.6% | -35.1% | -21.0% |
| 6M | +38.1% | +11.7% | +26.4% | +28.0% |
| YTD | +80.1% | +38.1% | +41.9% | +45.7% |
| 1Y | +208.1% | +33.4% | +174.7% | +153.4% |
| 3Y | +350.2% | +155.8% | +194.4% | +145.4% |
| All | +455.4% | +217.8% | +237.6% | +166.7% |
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