+48.5%
USFD vs LH
+41.7%
+6.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | +10.6% | +18.7% | -8.1% | +5.9% |
| 3M | -2.4% | +15.3% | -17.8% | -5.9% |
| 6M | +28.9% | +45.4% | -16.5% | +17.6% |
| YTD | +43.7% | +49.5% | -5.8% | +22.1% |
| 1Y | +48.5% | +41.4% | +7.1% | +29.1% |
| All | +48.5% | +41.7% | +6.8% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling