+157.8%
USFD vs LBRT
-38.0%
+195.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | -0.5% |
| 7D | +3.0% | -29.1% | +32.1% | +5.1% |
| 30D | +11.1% | -38.4% | +49.4% | +14.6% |
| 3M | -0.3% | -40.1% | +39.8% | +2.9% |
| 6M | +15.9% | -62.9% | +78.8% | +24.6% |
| YTD | +41.6% | -34.5% | +76.1% | +40.9% |
| 1Y | +49.4% | -30.2% | +79.6% | +47.0% |
| 3Y | +157.8% | -37.5% | +195.3% | +148.8% |
| All | +157.8% | -38.0% | +195.8% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling