+317.7%
USFD vs LDOS
+331.0%
-13.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.0% | -5.4% | +2.4% | -0.5% |
| 30D | +3.5% | +4.9% | -1.4% | +1.1% |
| 3M | +26.6% | +7.2% | +19.4% | +21.3% |
| 6M | +11.7% | -24.2% | +36.0% | +25.7% |
| YTD | +38.1% | -25.8% | +63.9% | +55.1% |
| 1Y | +33.4% | -24.7% | +58.1% | +48.0% |
| 3Y | +155.8% | +39.3% | +116.5% | +92.3% |
| 5Y | +214.0% | +43.3% | +170.7% | +125.5% |
| 10Y | +320.4% | +278.6% | +41.8% | +163.5% |
| All | +317.7% | +331.0% | -13.3% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling