+63.4%
LULU vs USFD
+325.1%
-261.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -12.6% | -3.3% | -9.2% | -11.7% |
| 30D | -19.7% | -5.3% | -14.4% | -18.5% |
| 3M | -12.2% | +18.8% | -31.0% | -16.8% |
| 6M | -39.3% | +14.3% | -53.6% | -42.1% |
| YTD | -50.3% | +36.9% | -87.2% | -55.6% |
| 1Y | -38.6% | +31.7% | -70.3% | -44.5% |
| 3Y | -74.0% | +164.5% | -238.4% | -81.1% |
| 5Y | -72.9% | +212.6% | -285.5% | -81.4% |
| 10Y | +56.2% | +329.7% | -273.6% | -9.6% |
| All | +63.4% | +325.1% | -261.7% | -4.9% |
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