+82.0%
LSCC vs USFD
+215.8%
-133.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +1.3% | -3.0% | +4.3% | +3.0% |
| 30D | -9.7% | +3.5% | -13.2% | -11.7% |
| 3M | -23.7% | +26.6% | -50.3% | -35.1% |
| 6M | +26.5% | +11.7% | +14.8% | +16.1% |
| YTD | +57.5% | +38.1% | +19.4% | +23.1% |
| 1Y | +75.7% | +33.4% | +42.3% | +39.5% |
| 3Y | +19.5% | +155.8% | -136.4% | -41.2% |
| All | +82.0% | +215.8% | -133.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling