+128.3%
SBUX vs LII
+163.1%
-34.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.1% |
| 7D | -6.3% | +0.5% | -6.7% | -6.4% |
| 30D | -3.9% | -11.2% | +7.4% | +0.1% |
| 3M | +3.3% | -28.8% | +32.1% | +14.2% |
| 6M | +1.4% | -26.9% | +28.4% | +10.3% |
| YTD | +21.0% | -22.2% | +43.2% | +27.9% |
| 1Y | +22.4% | -32.0% | +54.4% | +35.5% |
| 3Y | +13.2% | -0.4% | +13.7% | +3.4% |
| 5Y | -5.2% | +22.4% | -27.6% | -23.4% |
| 10Y | +128.3% | +171.4% | -43.1% | +36.4% |
| All | +128.3% | +163.1% | -34.8% | +36.4% |
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