+35.0%
LUNR vs USFD
+217.5%
-182.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.3% | +7.7% |
| 7D | +51.2% | +1.3% | +49.8% | +50.3% |
| 30D | +7.0% | +10.6% | -3.6% | +0.5% |
| 3M | -23.1% | -2.4% | -20.7% | -22.7% |
| 6M | -59.4% | +28.9% | -88.3% | -65.8% |
| YTD | -19.7% | +43.7% | -63.4% | -39.2% |
| 1Y | +39.5% | +48.5% | -9.0% | +3.5% |
| 3Y | +357.2% | +154.7% | +202.5% | +160.2% |
| All | +35.0% | +217.5% | -182.5% | -24.3% |
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