+27.4%
LVS vs USFD
+329.0%
-301.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -1.5% | -3.0% | +1.5% | -0.3% |
| 30D | -3.2% | +3.5% | -6.8% | -4.7% |
| 3M | -12.0% | +26.6% | -38.5% | -20.6% |
| 6M | -19.9% | +11.7% | -31.6% | -24.2% |
| YTD | -30.6% | +38.1% | -68.8% | -40.6% |
| 1Y | -17.7% | +33.4% | -51.1% | -28.7% |
| 3Y | -14.2% | +155.8% | -170.0% | -44.5% |
| 5Y | +9.6% | +214.0% | -204.4% | -35.2% |
| 10Y | +5.7% | +320.4% | -314.7% | -46.0% |
| All | +27.4% | +329.0% | -301.6% | -34.5% |
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 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