+2,077.5%
LLY vs SYY
+88.7%
+1,988.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | +19.4% | -4.8% | +24.2% | +20.4% |
| 3M | +19.6% | -7.1% | +26.6% | +21.0% |
| 6M | +42.6% | +6.8% | +35.8% | +41.0% |
| YTD | +35.0% | +7.7% | +27.3% | +32.6% |
| 1Y | +42.0% | +5.7% | +36.3% | +39.9% |
| 3Y | +140.5% | +24.6% | +115.9% | +129.3% |
| 5Y | +479.9% | +15.6% | +464.2% | +456.8% |
| All | +2,077.5% | +88.7% | +1,988.8% | +1,712.8% |
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