+46.3%
LYB vs USFD
+307.1%
-260.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.3% | -8.4% | +8.6% | +3.6% |
| 30D | +2.5% | -14.1% | +16.5% | +8.5% |
| 3M | +1.4% | +4.5% | -3.1% | -1.0% |
| 6M | -3.5% | +4.4% | -7.9% | -6.6% |
| YTD | +52.0% | +26.6% | +25.4% | +34.8% |
| 1Y | +22.1% | +19.4% | +2.7% | +10.8% |
| 3Y | -22.8% | +144.6% | -167.4% | -48.4% |
| 5Y | -3.4% | +194.5% | -197.9% | -42.1% |
| All | +46.3% | +307.1% | -260.8% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling