+328.9%
USFD vs LII
+188.9%
+140.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.5% |
| 7D | +3.9% | +0.2% | +3.7% | +4.0% |
| 30D | +10.7% | -4.6% | +15.3% | +12.7% |
| 3M | +6.3% | -21.7% | +28.0% | +17.8% |
| 6M | +16.2% | -32.8% | +49.0% | +34.7% |
| YTD | +41.9% | -27.5% | +69.4% | +56.2% |
| 1Y | +44.2% | -28.0% | +72.2% | +59.0% |
| 3Y | +159.8% | -7.2% | +167.0% | +131.0% |
| 5Y | +177.1% | +22.6% | +154.5% | +100.2% |
| 10Y | +376.2% | +171.5% | +204.6% | +147.9% |
| All | +328.9% | +188.9% | +140.1% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling