+50.5%
USFD vs LBRT
-23.4%
+73.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | 0.0% |
| 7D | -0.2% | -1.9% | +1.7% | -0.2% |
| 30D | +12.3% | -32.0% | +44.4% | +11.4% |
| 3M | -0.7% | -39.7% | +39.0% | -1.5% |
| 6M | +31.3% | -61.1% | +92.3% | +31.4% |
| YTD | +45.7% | -29.4% | +75.1% | +36.0% |
| All | +50.5% | -23.4% | +73.9% | +31.5% |
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