+39.2%
LYB vs USFD
+329.0%
-289.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.9% |
| 30D | +8.7% | +3.5% | +5.2% | +7.1% |
| 3M | -3.0% | +26.6% | -29.6% | -12.2% |
| 6M | +4.7% | +11.7% | -7.0% | -1.2% |
| YTD | +51.6% | +38.1% | +13.4% | +30.2% |
| 1Y | +24.4% | +33.4% | -9.0% | +8.2% |
| 3Y | -23.5% | +155.8% | -179.3% | -49.6% |
| 5Y | -6.5% | +214.0% | -220.5% | -45.2% |
| 10Y | +40.5% | +320.4% | -279.9% | -25.5% |
| All | +39.2% | +329.0% | -289.9% | -25.4% |
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