+52.1%
USFD vs LEN
-22.9%
+75.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.4% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +12.8% | +19.4% | -6.6% | +9.5% |
| 3M | +1.0% | +4.5% | -3.6% | -0.3% |
| 6M | +30.3% | +4.9% | +25.3% | +27.9% |
| YTD | +46.0% | -8.9% | +54.9% | +47.5% |
| All | +52.1% | -22.9% | +75.0% | +57.1% |
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