+213.8%
USFD vs LCID
-99.1%
+312.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | -0.2% | +8.9% | -9.1% | -0.9% |
| 30D | +12.3% | +6.8% | +5.5% | +11.4% |
| 3M | -0.7% | -45.2% | +44.5% | +3.5% |
| 6M | +31.3% | -39.1% | +70.4% | +33.8% |
| YTD | +45.7% | -65.3% | +111.0% | +54.6% |
| 1Y | +52.1% | -78.4% | +130.5% | +68.1% |
| 3Y | +158.2% | -90.3% | +248.6% | +190.8% |
| 5Y | +213.8% | -99.2% | +312.9% | +337.7% |
| All | +213.8% | -99.1% | +312.9% | +337.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling