+144.6%
USFD vs LUMN
+385.3%
-240.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -0.8% |
| 7D | -8.4% | +2.5% | -10.9% | -8.5% |
| 30D | -14.1% | +10.3% | -24.4% | -14.4% |
| 3M | +4.5% | -18.3% | +22.8% | +5.2% |
| 6M | +4.4% | +4.4% | 0.0% | +3.7% |
| YTD | +26.6% | -10.7% | +37.3% | +26.2% |
| 1Y | +19.4% | +14.0% | +5.4% | +17.2% |
| 3Y | +144.6% | +406.6% | -262.0% | +115.0% |
| All | +144.6% | +385.3% | -240.7% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling