-9.5%
LVS vs USFD
+156.3%
-165.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +10.0% | +10.2% | -0.2% | +6.8% |
| 3M | -11.0% | -1.5% | -9.5% | -10.9% |
| 6M | -20.1% | +27.3% | -47.5% | -26.3% |
| YTD | -36.3% | +44.0% | -80.3% | -45.0% |
| 1Y | -36.8% | +50.4% | -87.2% | -46.6% |
| 3Y | -9.5% | +153.6% | -163.1% | -39.9% |
| All | -9.5% | +156.3% | -165.8% | -39.9% |
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