-30.3%
LULU vs USFD
+49.6%
-79.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +3.7% |
| 7D | +6.5% | +7.8% | -1.3% | +5.4% |
| 30D | +20.3% | +16.2% | +4.1% | +18.8% |
| 3M | -8.9% | +11.0% | -19.9% | -9.8% |
| 6M | -13.1% | +20.7% | -33.8% | -13.5% |
| YTD | -46.1% | +46.0% | -92.0% | -47.4% |
| 1Y | -30.3% | +49.8% | -80.0% | -32.8% |
| All | -30.3% | +49.6% | -79.9% | -32.8% |
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 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