+21,596.1%
LLY vs SYY
+4,395.2%
+17,200.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.7% |
| 7D | +0.1% | -4.1% | +4.2% | +1.1% |
| 30D | +19.7% | +0.3% | +19.4% | +19.5% |
| 3M | +19.3% | -6.3% | +25.6% | +21.3% |
| 6M | +49.3% | +9.7% | +39.6% | +45.3% |
| YTD | +32.0% | +9.4% | +22.6% | +27.2% |
| 1Y | +53.7% | +7.3% | +46.4% | +49.0% |
| 3Y | +143.7% | +27.6% | +116.1% | +122.3% |
| 5Y | +463.9% | +12.5% | +451.3% | +425.9% |
| 10Y | +2,006.3% | +87.4% | +1,918.9% | +1,425.3% |
| All | +21,596.1% | +4,395.2% | +17,200.9% | +4,877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling