+328.9%
USFD vs LDOS
+341.3%
-12.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +3.9% | -3.7% | +7.6% | +5.7% |
| 30D | +10.7% | +16.4% | -5.7% | +3.2% |
| 3M | +6.3% | +7.4% | -1.1% | +2.3% |
| 6M | +16.2% | -0.3% | +16.6% | +14.8% |
| YTD | +41.9% | -24.0% | +65.9% | +57.0% |
| 1Y | +44.2% | -29.6% | +73.8% | +65.7% |
| 3Y | +159.8% | +35.1% | +124.7% | +99.1% |
| 5Y | +177.1% | +52.9% | +124.2% | +91.5% |
| 10Y | +376.2% | +262.2% | +113.9% | +193.2% |
| All | +328.9% | +341.3% | -12.4% | +163.2% |
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 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