-9.8%
LVS vs USFD
+365.4%
-375.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +12.2% | +12.3% | -0.1% | +6.8% |
| 3M | -11.3% | -0.7% | -10.6% | -11.3% |
| 6M | -21.6% | +31.3% | -52.9% | -30.6% |
| YTD | -36.6% | +45.7% | -82.3% | -47.1% |
| 1Y | -38.4% | +52.1% | -90.5% | -49.6% |
| 3Y | -10.2% | +158.2% | -168.4% | -42.3% |
| 5Y | +9.4% | +213.8% | -204.3% | -35.8% |
| All | -9.8% | +365.4% | -375.3% | -53.5% |
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