+550.0%
LNG vs SYY
+116.5%
+433.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -4.7% | +3.9% | -8.6% | -5.8% |
| 30D | +3.8% | -1.7% | +5.6% | +4.3% |
| 3M | +16.2% | +5.2% | +11.0% | +14.3% |
| 6M | +11.7% | -0.2% | +11.9% | +10.8% |
| YTD | +44.2% | +15.4% | +28.8% | +36.3% |
| 1Y | +18.6% | +5.6% | +13.0% | +15.1% |
| 3Y | +77.4% | +28.9% | +48.5% | +59.2% |
| 5Y | +232.3% | +24.1% | +208.2% | +197.1% |
| All | +550.0% | +116.5% | +433.5% | +382.0% |
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