+1,379.1%
LSCC vs USFD
+368.6%
+1,010.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.4% | +7.4% |
| 7D | +19.3% | +3.9% | +15.4% | +17.6% |
| 30D | -9.6% | +12.8% | -22.5% | -13.7% |
| 3M | -12.4% | +1.0% | -13.4% | -13.2% |
| 6M | -10.5% | +30.3% | -40.7% | -19.7% |
| YTD | +54.8% | +46.0% | +8.8% | +31.8% |
| 1Y | +79.4% | +49.6% | +29.8% | +51.0% |
| 3Y | +109.6% | +166.3% | -56.7% | +43.8% |
| 5Y | +40.4% | +208.4% | -168.0% | -8.6% |
| 10Y | +1,379.1% | +371.2% | +1,007.9% | +700.2% |
| All | +1,379.1% | +368.6% | +1,010.5% | +700.2% |
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