+5.2%
LVS vs USFD
+215.8%
-210.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -1.5% | -3.0% | +1.5% | 0.0% |
| 30D | -3.2% | +3.5% | -6.8% | -5.1% |
| 3M | -12.0% | +26.6% | -38.5% | -22.7% |
| 6M | -19.9% | +11.7% | -31.6% | -25.3% |
| YTD | -30.6% | +38.1% | -68.8% | -43.6% |
| 1Y | -17.7% | +33.4% | -51.1% | -32.0% |
| 3Y | -14.2% | +155.8% | -170.0% | -54.3% |
| All | +5.2% | +215.8% | -210.6% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling