+153.1%
USFD vs LH
+87.4%
+65.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | +10.6% | +18.7% | -8.1% | +4.8% |
| 3M | -2.4% | +15.3% | -17.8% | -6.8% |
| 6M | +28.9% | +45.4% | -16.5% | +14.5% |
| YTD | +43.7% | +49.5% | -5.8% | +25.3% |
| 1Y | +48.5% | +41.4% | +7.1% | +31.9% |
| All | +153.1% | +87.4% | +65.7% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling