+27.0%
LUV vs USFD
+24.9%
+2.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.0% |
| 7D | +0.7% | -7.0% | +7.7% | +2.0% |
| 30D | -13.4% | -10.3% | -3.2% | -11.7% |
| 3M | -9.6% | +9.2% | -18.8% | -12.4% |
| 6M | -8.9% | +7.4% | -16.3% | -11.4% |
| YTD | -5.2% | +29.4% | -34.5% | -14.4% |
| 1Y | +27.0% | +24.8% | +2.2% | +16.8% |
| All | +27.0% | +24.9% | +2.2% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling