+242.5%
USFD vs LBRT
-16.2%
+258.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +1.5% |
| 7D | +3.9% | -11.9% | +15.8% | +5.9% |
| 30D | +12.8% | -31.9% | +44.8% | +20.1% |
| 3M | +1.0% | -34.9% | +35.8% | +7.9% |
| 6M | +30.3% | -60.7% | +90.9% | +51.6% |
| YTD | +46.0% | -29.2% | +75.2% | +48.1% |
| 1Y | +49.6% | -23.6% | +73.2% | +48.8% |
| 3Y | +166.3% | -26.8% | +193.1% | +151.7% |
| 5Y | +208.4% | +16.3% | +192.1% | +144.6% |
| All | +242.5% | -16.2% | +258.7% | +76.6% |
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