+19.5%
LSCC vs USFD
+184.3%
-164.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.8% | -5.8% | -7.1% |
| 7D | -4.8% | +3.9% | -8.7% | -7.2% |
| 30D | -27.1% | +10.7% | -37.8% | -31.7% |
| 3M | -23.6% | +6.3% | -29.9% | -27.1% |
| 6M | -19.8% | +16.2% | -36.1% | -28.8% |
| YTD | +33.2% | +41.9% | -8.6% | +1.1% |
| 1Y | +55.2% | +44.2% | +11.0% | +15.8% |
| 3Y | +70.1% | +159.8% | -89.7% | -18.4% |
| 5Y | +19.5% | +177.1% | -157.6% | -49.8% |
| All | +19.5% | +184.3% | -164.7% | -49.8% |
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