-22.0%
LYB vs USFD
+145.6%
-167.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -0.7% | -8.0% | +7.3% | +1.2% |
| 30D | +1.5% | -13.1% | +14.6% | +4.9% |
| 3M | -0.3% | +6.5% | -6.8% | -2.5% |
| 6M | +0.1% | +5.7% | -5.7% | -2.5% |
| YTD | +53.4% | +27.5% | +25.9% | +36.9% |
| 1Y | +25.6% | +23.4% | +2.2% | +13.6% |
| All | -22.0% | +145.6% | -167.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling