+158.3%
USFD vs LII
-6.9%
+165.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.2% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +10.7% | -4.6% | +15.3% | +11.7% |
| 3M | +6.3% | -21.7% | +28.0% | +11.6% |
| 6M | +16.2% | -32.8% | +49.0% | +24.8% |
| YTD | +41.9% | -27.5% | +69.4% | +48.6% |
| 1Y | +44.2% | -28.0% | +72.2% | +51.2% |
| All | +158.3% | -6.9% | +165.2% | +145.8% |
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 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