+166.3%
USFD vs LCID
-90.9%
+257.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +2.6% |
| 7D | +3.9% | +20.0% | -16.1% | +3.0% |
| 30D | +12.8% | -5.0% | +17.9% | +12.8% |
| 3M | +1.0% | -48.9% | +49.8% | +3.2% |
| 6M | +30.3% | -43.2% | +73.5% | +32.0% |
| YTD | +46.0% | -65.9% | +111.9% | +50.9% |
| 1Y | +49.6% | -79.2% | +128.8% | +58.1% |
| 3Y | +166.3% | -90.4% | +256.7% | +191.3% |
| All | +166.3% | -90.9% | +257.2% | +191.3% |
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 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