+162.8%
USFD vs LDOS
+39.7%
+123.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.0% | -5.4% | +2.4% | -2.1% |
| 30D | +3.5% | +4.9% | -1.4% | +2.6% |
| 3M | +26.6% | +7.2% | +19.4% | +24.7% |
| 6M | +11.7% | -24.2% | +36.0% | +17.5% |
| YTD | +38.1% | -25.8% | +63.9% | +45.3% |
| 1Y | +33.4% | -24.7% | +58.1% | +39.7% |
| All | +162.8% | +39.7% | +123.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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