+50.9%
LVS vs SYY
+294.5%
-243.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +0.3% | -2.8% | +3.1% | +2.0% |
| 30D | -3.9% | -5.3% | +1.4% | -0.7% |
| 3M | -12.9% | +5.1% | -17.9% | -15.6% |
| 6M | -16.9% | -5.0% | -12.0% | -15.8% |
| YTD | -31.2% | +10.7% | -41.9% | -37.3% |
| 1Y | -16.4% | +0.7% | -17.1% | -19.4% |
| 3Y | -4.4% | +24.0% | -28.5% | -20.7% |
| 5Y | +6.7% | +19.3% | -12.6% | -9.4% |
| 10Y | +1.4% | +96.4% | -95.0% | -46.8% |
| All | +50.9% | +294.5% | -243.5% | -63.4% |
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