+17.9%
LVS vs USFD
+339.9%
-322.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +11.1% | +3.0% | +8.1% | +9.7% |
| 30D | +14.7% | +11.1% | +3.6% | +9.7% |
| 3M | -10.9% | -0.3% | -10.7% | -11.1% |
| 6M | -22.3% | +15.9% | -38.2% | -27.7% |
| YTD | -35.8% | +41.6% | -77.4% | -45.7% |
| 1Y | -33.5% | +49.4% | -82.9% | -45.1% |
| 3Y | -11.7% | +157.8% | -169.6% | -43.1% |
| 5Y | +2.6% | +176.6% | -174.0% | -36.6% |
| 10Y | -11.9% | +375.4% | -387.2% | -56.5% |
| All | +17.9% | +339.9% | -322.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling