+158.3%
USFD vs LDOS
+35.4%
+122.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +3.9% | -3.7% | +7.6% | +4.6% |
| 30D | +10.7% | +16.4% | -5.7% | +8.0% |
| 3M | +6.3% | +7.4% | -1.1% | +5.0% |
| 6M | +16.2% | -0.3% | +16.6% | +16.1% |
| YTD | +41.9% | -24.0% | +65.9% | +48.2% |
| 1Y | +44.2% | -29.6% | +73.8% | +53.1% |
| All | +158.3% | +35.4% | +122.9% | +137.4% |
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