+157.8%
USFD vs LII
-8.7%
+166.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | +11.1% | -4.6% | +15.6% | +12.0% |
| 3M | -0.3% | -21.2% | +20.9% | +4.6% |
| 6M | +15.9% | -36.4% | +52.3% | +26.1% |
| YTD | +41.6% | -28.9% | +70.6% | +49.0% |
| 1Y | +49.4% | -29.5% | +78.9% | +57.4% |
| 3Y | +157.8% | -8.6% | +166.4% | +146.4% |
| All | +157.8% | -8.7% | +166.6% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling