+371.2%
USFD vs LH
+259.5%
+111.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.3% |
| 7D | +3.9% | +4.6% | -0.7% | +1.6% |
| 30D | +12.8% | +19.1% | -6.3% | +2.3% |
| 3M | +1.0% | +16.7% | -15.8% | -7.7% |
| 6M | +30.3% | +47.0% | -16.8% | +4.6% |
| YTD | +46.0% | +49.3% | -3.3% | +15.2% |
| 1Y | +49.6% | +48.6% | +1.0% | +18.2% |
| 3Y | +166.3% | +87.8% | +78.4% | +78.1% |
| 5Y | +208.4% | +65.0% | +143.3% | +116.9% |
| 10Y | +371.2% | +275.0% | +96.3% | +90.8% |
| All | +371.2% | +259.5% | +111.8% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling