+328.2%
USFD vs LEN
+129.3%
+198.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.1% |
| 7D | +3.0% | +2.1% | +0.9% | +2.1% |
| 30D | +11.1% | +16.6% | -5.5% | +4.0% |
| 3M | -0.3% | +5.3% | -5.6% | -3.2% |
| 6M | +15.9% | -0.8% | +16.6% | +14.2% |
| YTD | +41.6% | -11.7% | +53.4% | +45.1% |
| 1Y | +49.4% | -24.6% | +74.0% | +63.1% |
| 3Y | +157.8% | -18.7% | +176.5% | +155.1% |
| 5Y | +176.6% | -4.4% | +181.1% | +142.8% |
| 10Y | +375.4% | +152.2% | +223.2% | +140.6% |
| All | +328.2% | +129.3% | +198.9% | +120.3% |
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