+50.0%
LULU vs USFD
+307.1%
-257.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -1.6% | -8.4% | +6.7% | +1.0% |
| 30D | -18.1% | -14.1% | -4.1% | -14.3% |
| 3M | -18.8% | +4.5% | -23.3% | -20.1% |
| 6M | -39.2% | +4.4% | -43.6% | -40.4% |
| YTD | -52.4% | +26.6% | -79.0% | -56.4% |
| 1Y | -40.3% | +19.4% | -59.7% | -44.5% |
| 3Y | -75.1% | +144.6% | -219.7% | -81.5% |
| 5Y | -76.7% | +194.5% | -271.3% | -83.8% |
| All | +50.0% | +307.1% | -257.1% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling