+1,236.1%
LSCC vs USFD
+369.7%
+866.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | +13.0% | +3.0% | +10.0% | +11.6% |
| 30D | -19.8% | +11.1% | -30.9% | -23.1% |
| 3M | -18.4% | -0.3% | -18.1% | -18.8% |
| 6M | -16.1% | +15.9% | -32.0% | -21.7% |
| YTD | +42.7% | +41.6% | +1.1% | +22.7% |
| 1Y | +68.0% | +49.4% | +18.6% | +41.3% |
| 3Y | +85.8% | +157.8% | -72.0% | +28.8% |
| 5Y | +28.0% | +176.6% | -148.6% | -14.1% |
| All | +1,236.1% | +369.7% | +866.4% | +633.4% |
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