+177.1%
USFD vs LDOS
+52.0%
+125.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +3.9% | -3.7% | +7.6% | +5.0% |
| 30D | +10.7% | +16.4% | -5.7% | +6.4% |
| 3M | +6.3% | +7.4% | -1.1% | +4.2% |
| 6M | +16.2% | -0.3% | +16.6% | +15.8% |
| YTD | +41.9% | -24.0% | +65.9% | +51.5% |
| 1Y | +44.2% | -29.6% | +73.8% | +57.8% |
| 3Y | +159.8% | +35.1% | +124.7% | +114.9% |
| 5Y | +177.1% | +52.9% | +124.2% | +120.8% |
| All | +177.1% | +52.0% | +125.1% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling