-77.2%
LULU vs USFD
+189.4%
-266.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | -20.4% | -8.0% | -12.4% | -17.6% |
| 30D | -22.9% | -13.1% | -9.8% | -18.2% |
| 3M | -18.5% | +6.5% | -25.1% | -21.1% |
| 6M | -41.8% | +5.7% | -47.5% | -43.8% |
| YTD | -53.4% | +27.5% | -80.9% | -59.6% |
| 1Y | -40.9% | +23.4% | -64.3% | -48.1% |
| 3Y | -75.6% | +146.4% | -222.0% | -85.2% |
| 5Y | -77.2% | +196.8% | -274.0% | -87.6% |
| All | -77.2% | +189.4% | -266.7% | -87.6% |
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 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