+224.1%
USFD vs LBRT
+33.5%
+190.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.0% | +8.3% | -11.3% | -4.6% |
| 30D | +3.5% | +6.1% | -2.6% | +2.1% |
| 3M | +26.6% | -34.8% | +61.3% | +35.7% |
| 6M | +11.7% | -24.8% | +36.5% | +15.3% |
| YTD | +38.1% | +12.2% | +25.9% | +30.1% |
| 1Y | +33.4% | +94.0% | -60.6% | +9.4% |
| 3Y | +155.8% | +31.3% | +124.5% | +117.1% |
| 5Y | +214.0% | +111.8% | +102.2% | +121.3% |
| All | +224.1% | +33.5% | +190.6% | +54.9% |
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