+328.2%
USFD vs LCID
-96.8%
+425.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.3% | +9.9% | -0.6% |
| 7D | +1.3% | +9.2% | -7.9% | +0.6% |
| 30D | +10.6% | -3.0% | +13.5% | +10.5% |
| 3M | -2.4% | -50.2% | +47.8% | +1.7% |
| 6M | +28.9% | -45.8% | +74.8% | +32.0% |
| YTD | +43.7% | -69.2% | +112.9% | +52.2% |
| 1Y | +48.5% | -80.4% | +128.9% | +62.2% |
| 3Y | +154.7% | -91.4% | +246.1% | +183.3% |
| 5Y | +218.4% | -99.3% | +317.6% | +303.4% |
| All | +328.2% | -96.8% | +425.0% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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