+49.8%
USFD vs LBRT
-25.0%
+74.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -11.2% | +19.7% | +7.9% |
| 7D | +7.8% | -25.3% | +33.2% | +6.9% |
| 30D | +16.2% | -32.9% | +49.0% | +15.2% |
| 3M | +11.0% | -33.3% | +44.3% | +10.1% |
| 6M | +20.7% | -61.0% | +81.7% | +20.8% |
| YTD | +46.0% | -28.0% | +74.0% | +37.6% |
| 1Y | +49.8% | -21.5% | +71.3% | +38.4% |
| All | +49.8% | -25.0% | +74.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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