+361.5%
LLY vs SYY
+18.1%
+343.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -3.1% | -2.8% | -0.3% | -2.6% |
| 30D | -5.1% | -5.3% | +0.2% | -4.1% |
| 3M | -2.1% | +5.1% | -7.1% | -2.8% |
| 6M | +13.8% | -5.0% | +18.8% | +14.4% |
| YTD | +5.1% | +10.7% | -5.6% | +2.7% |
| 1Y | +53.1% | +0.7% | +52.4% | +52.3% |
| 3Y | +95.6% | +24.0% | +71.6% | +85.7% |
| 5Y | +361.5% | +19.3% | +342.2% | +342.3% |
| All | +361.5% | +18.1% | +343.4% | +342.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling