+52.1%
USFD vs LII
-28.3%
+80.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.7% |
| 7D | +3.9% | -1.2% | +5.1% | +4.2% |
| 30D | +12.8% | -2.0% | +14.8% | +13.1% |
| 3M | +1.0% | -20.2% | +21.2% | +4.0% |
| 6M | +30.3% | -32.5% | +62.8% | +36.4% |
| YTD | +46.0% | -27.4% | +73.3% | +50.3% |
| All | +52.1% | -28.3% | +80.4% | +56.9% |
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