+317.7%
USFD vs LII
+222.2%
+95.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.9% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | +3.5% | -12.6% | +16.1% | +9.7% |
| 3M | +26.6% | -24.4% | +51.0% | +40.0% |
| 6M | +11.7% | -28.7% | +40.4% | +25.9% |
| YTD | +38.1% | -19.1% | +57.3% | +45.4% |
| 1Y | +33.4% | -29.7% | +63.1% | +49.2% |
| 3Y | +155.8% | +4.8% | +151.0% | +114.9% |
| 5Y | +214.0% | +24.6% | +189.5% | +129.6% |
| 10Y | +320.4% | +169.2% | +151.2% | +110.0% |
| All | +317.7% | +222.2% | +95.5% | +111.2% |
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