+192.6%
USFD vs LH
+62.5%
+130.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +3.0% | +1.4% | +1.5% | +2.4% |
| 30D | +11.1% | +17.5% | -6.4% | +4.2% |
| 3M | -0.3% | +16.1% | -16.3% | -6.2% |
| 6M | +15.9% | +43.4% | -27.5% | +0.1% |
| YTD | +41.6% | +47.2% | -5.6% | +20.1% |
| 1Y | +49.4% | +50.1% | -0.7% | +25.5% |
| 3Y | +157.8% | +81.2% | +76.7% | +95.0% |
| All | +192.6% | +62.5% | +130.0% | +116.1% |
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 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