+17,561.1%
LLY vs SYY
+4,458.5%
+13,102.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | -1.6% | -4.9% | +3.3% | -0.2% |
| 3M | +2.3% | +8.4% | -6.1% | 0.0% |
| 6M | +14.9% | -7.4% | +22.2% | +16.8% |
| YTD | +7.5% | +11.0% | -3.5% | +3.3% |
| 1Y | +55.7% | -0.2% | +55.9% | +54.1% |
| 3Y | +110.6% | +23.8% | +86.8% | +93.9% |
| 5Y | +363.4% | +18.1% | +345.3% | +325.8% |
| 10Y | +1,649.0% | +94.6% | +1,554.4% | +1,150.7% |
| All | +17,561.1% | +4,458.5% | +13,102.6% | +3,942.7% |
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