+68.0%
LSCC vs USFD
+46.1%
+21.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | +13.0% | +3.0% | +10.0% | +13.4% |
| 30D | -19.8% | +11.1% | -30.9% | -19.0% |
| 3M | -18.4% | -0.3% | -18.1% | -18.3% |
| 6M | -16.1% | +15.9% | -32.0% | -15.2% |
| YTD | +42.7% | +41.6% | +1.1% | +41.9% |
| 1Y | +68.0% | +49.4% | +18.6% | +67.1% |
| All | +68.0% | +46.1% | +21.9% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling