+41.5%
LYB vs USFD
+325.1%
-283.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -0.9% | -3.3% | +2.5% | +0.4% |
| 30D | +9.5% | -5.3% | +14.8% | +11.8% |
| 3M | +1.3% | +18.8% | -17.5% | -5.9% |
| 6M | -1.7% | +14.3% | -16.0% | -8.1% |
| YTD | +54.1% | +36.9% | +17.3% | +32.8% |
| 1Y | +25.7% | +31.7% | -6.0% | +9.9% |
| 3Y | -20.9% | +164.5% | -185.4% | -48.7% |
| 5Y | -1.5% | +212.6% | -214.1% | -42.2% |
| 10Y | +45.0% | +329.7% | -284.7% | -23.4% |
| All | +41.5% | +325.1% | -283.6% | -23.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling