+49.4%
USFD vs LII
-29.2%
+78.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +11.1% | -4.6% | +15.6% | +11.8% |
| 3M | -0.3% | -21.2% | +20.9% | +3.0% |
| 6M | +15.9% | -36.4% | +52.3% | +23.0% |
| YTD | +41.6% | -28.9% | +70.6% | +46.4% |
| 1Y | +49.4% | -29.5% | +78.9% | +54.8% |
| All | +49.4% | -29.2% | +78.6% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling