+1,351.6%
LSCC vs USFD
+359.9%
+991.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.5% |
| 7D | +7.0% | +1.7% | +5.3% | +6.4% |
| 30D | -2.3% | +10.2% | -12.5% | -5.9% |
| 3M | -12.5% | -1.5% | -11.0% | -12.5% |
| 6M | -10.6% | +27.3% | -37.9% | -19.2% |
| YTD | +52.7% | +44.0% | +8.7% | +30.6% |
| 1Y | +74.0% | +50.4% | +23.6% | +46.2% |
| 3Y | +104.8% | +153.6% | -48.8% | +42.9% |
| 5Y | +36.2% | +219.0% | -182.7% | -11.9% |
| All | +1,351.6% | +359.9% | +991.6% | +697.9% |
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