+214.3%
USFD vs LH
+54.7%
+159.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +10.2% | +16.7% | -6.6% | +3.4% |
| 3M | -1.5% | +15.1% | -16.6% | -7.1% |
| 6M | +27.3% | +46.3% | -19.0% | +8.7% |
| YTD | +44.0% | +48.8% | -4.8% | +21.0% |
| 1Y | +50.4% | +39.7% | +10.6% | +29.8% |
| 3Y | +153.6% | +87.0% | +66.5% | +87.0% |
| All | +214.3% | +54.7% | +159.5% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling