+52.1%
USFD vs LBRT
-25.2%
+77.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +3.3% |
| 7D | +3.9% | -11.9% | +15.8% | +3.3% |
| 30D | +12.8% | -31.9% | +44.8% | +11.8% |
| 3M | +1.0% | -34.9% | +35.8% | +0.1% |
| 6M | +30.3% | -60.7% | +90.9% | +30.0% |
| YTD | +46.0% | -29.2% | +75.2% | +37.6% |
| All | +52.1% | -25.2% | +77.3% | +40.3% |
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