-74.9%
LULU vs USFD
+149.2%
-224.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.7% |
| 7D | -16.9% | -7.0% | -9.9% | -15.1% |
| 30D | -22.0% | -10.3% | -11.7% | -19.5% |
| 3M | -17.8% | +9.2% | -27.0% | -20.2% |
| 6M | -41.3% | +7.4% | -48.7% | -42.9% |
| YTD | -52.0% | +29.4% | -81.4% | -57.5% |
| 1Y | -39.8% | +24.8% | -64.7% | -45.9% |
| All | -74.9% | +149.2% | -224.1% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling