+237.9%
USFD vs LBRT
-15.3%
+253.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.7% | +9.2% | -7.5% | -0.1% |
| 30D | +10.2% | -27.5% | +37.7% | +15.8% |
| 3M | -1.5% | -37.9% | +36.4% | +6.3% |
| 6M | +27.3% | -60.7% | +88.1% | +48.3% |
| YTD | +44.0% | -28.5% | +72.5% | +45.8% |
| 1Y | +50.4% | -13.2% | +63.6% | +45.7% |
| 3Y | +153.6% | -28.8% | +182.3% | +141.3% |
| 5Y | +219.0% | +28.0% | +191.0% | +147.2% |
| All | +237.9% | -15.3% | +253.2% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling