-16.4%
LYB vs USFD
+156.3%
-172.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +6.1% | +1.7% | +4.4% | +5.7% |
| 30D | +5.3% | +10.2% | -4.8% | +3.1% |
| 3M | +4.3% | -1.5% | +5.8% | +4.6% |
| 6M | -10.8% | +27.3% | -38.1% | -16.5% |
| YTD | +53.8% | +44.0% | +9.8% | +33.4% |
| 1Y | +50.5% | +50.4% | +0.1% | +28.1% |
| 3Y | -16.4% | +153.6% | -170.0% | -41.1% |
| All | -16.4% | +156.3% | -172.7% | -41.1% |
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