+1,499.9%
LITE vs SYY
+89.0%
+1,410.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -13.9% | +4.7% | -18.7% | -14.9% |
| 30D | -46.9% | -0.7% | -46.3% | -47.0% |
| 3M | -28.0% | -6.8% | -21.2% | -26.9% |
| 6M | -35.2% | +8.6% | -43.9% | -37.7% |
| YTD | +58.9% | +8.4% | +50.5% | +52.9% |
| 1Y | +125.3% | +7.1% | +118.2% | +117.4% |
| 3Y | +1,344.4% | +25.2% | +1,319.2% | +1,199.1% |
| 5Y | +541.2% | +13.0% | +528.2% | +495.3% |
| All | +1,499.9% | +89.0% | +1,410.9% | +1,101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling