+1.4%
LVS vs USFD
+322.5%
-321.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +0.3% | -3.3% | +3.7% | +1.7% |
| 30D | -3.9% | -5.3% | +1.4% | -1.7% |
| 3M | -12.9% | +18.8% | -31.6% | -19.3% |
| 6M | -16.9% | +14.3% | -31.2% | -22.2% |
| YTD | -31.2% | +36.9% | -68.1% | -40.9% |
| 1Y | -16.4% | +31.7% | -48.1% | -27.2% |
| 3Y | -4.4% | +164.5% | -168.9% | -39.2% |
| 5Y | +6.7% | +212.6% | -205.9% | -37.0% |
| 10Y | +1.4% | +329.7% | -328.3% | -47.1% |
| All | +1.4% | +322.5% | -321.1% | -47.1% |
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 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