+324.1%
USFD vs LEN
+109.8%
+214.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | -3.0% | -3.2% | +0.2% | -1.7% |
| 30D | +3.5% | -4.9% | +8.4% | +5.4% |
| 3M | +26.6% | -8.5% | +35.1% | +30.1% |
| 6M | +11.7% | -20.7% | +32.4% | +21.4% |
| YTD | +38.1% | -17.4% | +55.5% | +46.5% |
| 1Y | +33.4% | -38.2% | +71.6% | +59.4% |
| 3Y | +155.8% | -24.9% | +180.7% | +162.7% |
| 5Y | +214.0% | -11.4% | +225.5% | +185.5% |
| All | +324.1% | +109.8% | +214.4% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling