-3.3%
LVS vs SYY
+116.5%
-119.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -3.5% | +3.9% | -7.4% | -5.3% |
| 30D | -6.2% | -1.7% | -4.5% | -5.5% |
| 3M | -14.8% | +5.2% | -20.0% | -17.1% |
| 6M | -20.9% | -0.2% | -20.7% | -21.9% |
| YTD | -33.0% | +15.4% | -48.4% | -39.1% |
| 1Y | -20.0% | +5.6% | -25.6% | -24.0% |
| 3Y | -6.9% | +28.9% | -35.8% | -21.4% |
| 5Y | +9.1% | +24.1% | -15.0% | -5.6% |
| All | -3.3% | +116.5% | -119.8% | -30.7% |
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 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