+23.6%
SYY vs LEN
-11.2%
+34.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +3.9% | -4.8% | +8.7% | +5.2% |
| 30D | -1.7% | -6.6% | +4.8% | -0.2% |
| 3M | +5.2% | -15.7% | +20.8% | +9.3% |
| 6M | -0.2% | -16.6% | +16.4% | +3.8% |
| YTD | +15.4% | -21.3% | +36.7% | +21.3% |
| 1Y | +5.6% | -42.0% | +47.6% | +19.3% |
| 3Y | +28.9% | -27.9% | +56.8% | +33.1% |
| All | +23.6% | -11.2% | +34.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling