+362.2%
USFD vs LII
+162.0%
+200.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +3.0% | -0.6% | +3.6% | +3.4% |
| 30D | +11.1% | -4.6% | +15.6% | +13.0% |
| 3M | -0.3% | -21.2% | +20.9% | +10.4% |
| 6M | +15.9% | -36.4% | +52.3% | +38.2% |
| YTD | +41.6% | -28.9% | +70.6% | +57.5% |
| 1Y | +49.4% | -29.5% | +78.9% | +66.5% |
| 3Y | +157.8% | -8.6% | +166.4% | +129.6% |
| 5Y | +176.6% | +20.2% | +156.4% | +99.8% |
| All | +362.2% | +162.0% | +200.2% | +122.8% |
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