+162.8%
USFD vs LII
+5.3%
+157.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | +3.5% | -12.6% | +16.1% | +6.4% |
| 3M | +26.6% | -24.4% | +51.0% | +32.9% |
| 6M | +11.7% | -28.7% | +40.4% | +18.6% |
| YTD | +38.1% | -19.1% | +57.3% | +41.7% |
| 1Y | +33.4% | -29.7% | +63.1% | +41.4% |
| All | +162.8% | +5.3% | +157.5% | +141.0% |
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 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