+354.1%
USFD vs LII
+169.1%
+185.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +1.7% | +2.9% | -1.3% | +0.4% |
| 30D | +10.2% | +0.9% | +9.2% | +9.4% |
| 3M | -1.5% | -15.5% | +14.0% | +5.7% |
| 6M | +27.3% | -30.2% | +57.6% | +45.2% |
| YTD | +44.0% | -26.8% | +70.8% | +58.1% |
| 1Y | +50.4% | -25.3% | +75.6% | +62.9% |
| 3Y | +153.6% | -7.8% | +161.3% | +125.7% |
| 5Y | +219.0% | +17.0% | +202.0% | +136.3% |
| All | +354.1% | +169.1% | +185.0% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling