-0.4%
LYFT vs USFD
+34.2%
-34.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.2% |
| 7D | -5.5% | -3.0% | -2.5% | -5.6% |
| 30D | +1.5% | +3.5% | -2.1% | +1.7% |
| 3M | +18.4% | +26.6% | -8.2% | +21.0% |
| 6M | +20.8% | +11.7% | +9.1% | +22.0% |
| YTD | -13.7% | +38.1% | -51.8% | -12.6% |
| 1Y | -0.4% | +33.4% | -33.8% | +4.5% |
| All | -0.4% | +34.2% | -34.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling