+148.7%
SBUX vs LII
+170.7%
-22.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +20.6% | -2.0% | +22.6% | +21.0% |
| 3M | +4.3% | -20.2% | +24.5% | +12.3% |
| 6M | +5.5% | -32.5% | +38.1% | +18.2% |
| YTD | +32.3% | -27.4% | +59.7% | +42.8% |
| 1Y | +31.2% | -28.2% | +59.3% | +42.1% |
| 3Y | +14.8% | -7.2% | +22.0% | +7.5% |
| 5Y | +8.0% | +19.9% | -12.0% | -12.8% |
| 10Y | +148.7% | +168.6% | -19.9% | +49.3% |
| All | +148.7% | +170.7% | -22.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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