+317.7%
USFD vs LH
+214.5%
+103.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -3.0% | -2.5% | -0.6% | -1.7% |
| 30D | +3.5% | +4.3% | -0.8% | +1.1% |
| 3M | +26.6% | +25.5% | +1.0% | +11.7% |
| 6M | +11.7% | +17.0% | -5.3% | +2.1% |
| YTD | +38.1% | +31.3% | +6.9% | +17.9% |
| 1Y | +33.4% | +20.0% | +13.4% | +19.1% |
| 3Y | +155.8% | +63.9% | +92.0% | +86.2% |
| 5Y | +214.0% | +30.9% | +183.2% | +154.7% |
| 10Y | +320.4% | +191.4% | +129.0% | +92.8% |
| All | +317.7% | +214.5% | +103.1% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling