+49.8%
USFD vs LUMN
-59.3%
+109.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.9% | +14.3% | +8.6% |
| 7D | +7.8% | -6.9% | +14.7% | +8.0% |
| 30D | +16.2% | -20.5% | +36.6% | +16.8% |
| 3M | +11.0% | -33.4% | +44.4% | +12.0% |
| 6M | +20.7% | -52.1% | +72.8% | +23.9% |
| YTD | +46.0% | -42.5% | +88.4% | +46.8% |
| 1Y | +49.8% | -57.6% | +107.4% | +50.9% |
| All | +49.8% | -59.3% | +109.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling