+224.1%
USFD vs LBRT
+33.5%
+190.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -3.0% | +8.7% | -11.7% | -4.6% |
| 30D | +3.5% | +6.6% | -3.1% | +2.0% |
| 3M | +26.6% | -34.5% | +61.0% | +35.5% |
| 6M | +11.7% | -24.5% | +36.2% | +15.2% |
| YTD | +38.1% | +12.7% | +25.4% | +30.0% |
| 1Y | +33.4% | +94.8% | -61.5% | +9.3% |
| 3Y | +155.8% | +31.9% | +124.0% | +116.9% |
| 5Y | +214.0% | +111.8% | +102.2% | +121.4% |
| All | +224.1% | +33.5% | +190.6% | +55.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling