+3,249.2%
LRCX vs USFD
+352.6%
+2,896.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +6.5% | -0.2% | +6.7% | +6.9% |
| 30D | -23.8% | +12.3% | -36.1% | -27.6% |
| 3M | -24.2% | -0.7% | -23.5% | -24.4% |
| 6M | -20.2% | +31.3% | -51.4% | -29.7% |
| YTD | +38.2% | +45.7% | -7.5% | +15.9% |
| 1Y | +48.9% | +52.1% | -3.3% | +22.6% |
| 3Y | +252.8% | +158.2% | +94.6% | +132.8% |
| 5Y | +304.3% | +213.8% | +90.6% | +145.0% |
| 10Y | +2,664.2% | +367.0% | +2,297.2% | +1,234.5% |
| All | +3,249.2% | +352.6% | +2,896.7% | +1,518.1% |
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