+153.6%
USFD vs LEN
-25.9%
+179.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +1.7% | -5.8% | +7.4% | +2.8% |
| 30D | +10.2% | +13.7% | -3.6% | +7.7% |
| 3M | -1.5% | -3.9% | +2.4% | -1.0% |
| 6M | +27.3% | -0.4% | +27.7% | +26.5% |
| YTD | +44.0% | -16.8% | +60.8% | +47.6% |
| 1Y | +50.4% | -29.5% | +79.8% | +58.6% |
| 3Y | +153.6% | -25.6% | +179.2% | +157.9% |
| All | +153.6% | -25.9% | +179.4% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling