+157.8%
USFD vs LCID
-93.0%
+250.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.6% | -0.6% |
| 7D | +3.0% | +8.9% | -6.0% | +2.5% |
| 30D | +11.1% | -15.4% | +26.5% | +11.6% |
| 3M | -0.3% | -52.9% | +52.6% | +2.3% |
| 6M | +15.9% | -46.8% | +62.7% | +17.8% |
| YTD | +41.6% | -68.9% | +110.5% | +47.1% |
| 1Y | +49.4% | -81.7% | +131.1% | +58.8% |
| 3Y | +157.8% | -92.4% | +250.2% | +180.1% |
| All | +157.8% | -93.0% | +250.9% | +180.1% |
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