+1,988.3%
LSCC vs USFD
+329.0%
+1,659.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.3% | -3.0% | +4.3% | +2.3% |
| 30D | -9.7% | +3.5% | -13.2% | -10.9% |
| 3M | -23.7% | +26.6% | -50.3% | -30.5% |
| 6M | +26.5% | +11.7% | +14.8% | +20.4% |
| YTD | +57.5% | +38.1% | +19.4% | +37.6% |
| 1Y | +75.7% | +33.4% | +42.3% | +54.9% |
| 3Y | +19.5% | +155.8% | -136.4% | -16.5% |
| 5Y | +83.8% | +214.0% | -130.3% | +20.6% |
| 10Y | +1,772.4% | +320.4% | +1,452.0% | +1,011.9% |
| All | +1,988.3% | +329.0% | +1,659.3% | +1,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling