+31.7%
USFD vs LH
+17.9%
+13.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -5.3% | +2.0% | -7.3% | -5.9% |
| 3M | +18.8% | +24.3% | -5.5% | +12.2% |
| 6M | +14.3% | +21.1% | -6.8% | +8.4% |
| YTD | +36.9% | +30.4% | +6.4% | +24.3% |
| 1Y | +31.7% | +18.4% | +13.3% | +22.0% |
| All | +31.7% | +17.9% | +13.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling