+317.7%
USFD vs LEN
+114.6%
+203.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.0% |
| 6M | +11.7% | -20.7% | +32.4% | +21.3% |
| YTD | +38.1% | -17.4% | +55.5% | +46.4% |
| 1Y | +33.4% | -38.2% | +71.6% | +59.2% |
| 3Y | +155.8% | -24.9% | +180.7% | +162.7% |
| 5Y | +214.0% | -11.4% | +225.5% | +185.9% |
| 10Y | +320.4% | +110.0% | +210.3% | +125.1% |
| All | +317.7% | +114.6% | +203.1% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling