+216.3%
USFD vs LDOS
+43.9%
+172.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.0% | -5.4% | +2.4% | -1.6% |
| 30D | +3.5% | +4.9% | -1.4% | +2.1% |
| 3M | +26.6% | +7.2% | +19.4% | +23.7% |
| 6M | +11.7% | -24.2% | +36.0% | +20.3% |
| YTD | +38.1% | -25.8% | +63.9% | +48.7% |
| 1Y | +33.4% | -24.7% | +58.1% | +42.6% |
| 3Y | +155.8% | +39.3% | +116.5% | +108.2% |
| All | +216.3% | +43.9% | +172.4% | +147.2% |
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