+49.8%
USFD vs LEN
-21.9%
+71.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.1% | +1.4% | +7.0% |
| 7D | +7.8% | +10.5% | -2.6% | +6.0% |
| 30D | +16.2% | +24.6% | -8.5% | +12.0% |
| 3M | +11.0% | +6.6% | +4.4% | +9.2% |
| 6M | +20.7% | +10.6% | +10.1% | +17.3% |
| YTD | +46.0% | -8.3% | +54.3% | +47.2% |
| 1Y | +49.8% | -22.5% | +72.3% | +53.7% |
| All | +49.8% | -21.9% | +71.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling