+162.8%
USFD vs LCID
-92.6%
+255.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -3.0% | -6.6% | +3.6% | -2.8% |
| 30D | +3.5% | -30.1% | +33.7% | +5.0% |
| 3M | +26.6% | -17.6% | +44.2% | +26.7% |
| 6M | +11.7% | -54.4% | +66.1% | +15.0% |
| YTD | +38.1% | -55.7% | +93.9% | +42.1% |
| 1Y | +33.4% | -71.0% | +104.4% | +39.8% |
| All | +162.8% | -92.6% | +255.4% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling