+5.3%
LVS vs USFD
+188.3%
-183.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +11.1% | +3.0% | +8.1% | +9.4% |
| 30D | +14.7% | +11.1% | +3.6% | +8.7% |
| 3M | -10.9% | -0.3% | -10.7% | -11.2% |
| 6M | -22.3% | +15.9% | -38.2% | -28.9% |
| YTD | -35.8% | +41.6% | -77.4% | -48.5% |
| 1Y | -33.5% | +49.4% | -82.9% | -48.4% |
| 3Y | -11.7% | +157.8% | -169.6% | -53.0% |
| All | +5.3% | +188.3% | -183.0% | -48.8% |
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 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