+229.1%
LUNR vs USFD
+165.3%
+63.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -3.6% | -3.0% | -0.6% | -1.8% |
| 30D | +5.9% | +3.5% | +2.3% | +3.5% |
| 3M | -56.0% | +26.6% | -82.5% | -63.4% |
| 6M | -20.5% | +11.7% | -32.2% | -27.7% |
| YTD | -8.7% | +38.1% | -46.9% | -35.6% |
| 1Y | +75.9% | +33.4% | +42.5% | +29.1% |
| All | +229.1% | +165.3% | +63.8% | +40.1% |
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