+1,402.3%
LITE vs SYY
+97.7%
+1,304.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.1% |
| 7D | -35.9% | -7.3% | -28.6% | -34.6% |
| 30D | -51.5% | +0.1% | -51.6% | -51.7% |
| 3M | -35.7% | -8.2% | -27.5% | -34.4% |
| 6M | -43.0% | +6.3% | -49.2% | -44.8% |
| YTD | +46.1% | +7.3% | +38.8% | +40.9% |
| 1Y | +124.7% | +8.5% | +116.2% | +115.7% |
| 3Y | +1,172.1% | +24.9% | +1,147.1% | +1,043.4% |
| 5Y | +477.0% | +8.0% | +469.0% | +442.3% |
| All | +1,402.3% | +97.7% | +1,304.7% | +965.1% |
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