+232.9%
USFD vs LBRT
-26.4%
+259.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | -0.2% |
| 7D | +3.9% | -34.8% | +38.7% | +11.9% |
| 30D | +10.7% | -43.6% | +54.3% | +22.2% |
| 3M | +6.3% | -41.2% | +47.6% | +15.9% |
| 6M | +16.2% | -66.1% | +82.3% | +39.2% |
| YTD | +41.9% | -37.9% | +79.7% | +47.7% |
| 1Y | +44.2% | -33.9% | +78.1% | +47.5% |
| 3Y | +159.8% | -40.9% | +200.6% | +156.6% |
| 5Y | +177.1% | +2.1% | +175.0% | +125.4% |
| All | +232.9% | -26.4% | +259.3% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling