+371.2%
USFD vs LII
+170.7%
+200.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.1% |
| 7D | +3.9% | -1.2% | +5.1% | +4.6% |
| 30D | +12.8% | -2.0% | +14.8% | +13.5% |
| 3M | +1.0% | -20.2% | +21.2% | +11.2% |
| 6M | +30.3% | -32.5% | +62.8% | +50.9% |
| YTD | +46.0% | -27.4% | +73.3% | +60.8% |
| 1Y | +49.6% | -28.2% | +77.8% | +65.3% |
| 3Y | +166.3% | -7.2% | +173.5% | +135.9% |
| 5Y | +208.4% | +19.9% | +188.5% | +124.3% |
| 10Y | +371.2% | +168.6% | +202.6% | +128.0% |
| All | +371.2% | +170.7% | +200.5% | +128.0% |
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