+4,789.4%
SYY vs LH
+1,372.9%
+3,416.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | -2.8% | -0.8% | -1.9% | -2.7% |
| 30D | -5.3% | +2.0% | -7.3% | -5.6% |
| 3M | +5.1% | +24.3% | -19.2% | +1.9% |
| 6M | -5.0% | +21.1% | -26.0% | -7.5% |
| YTD | +10.7% | +30.4% | -19.8% | +6.6% |
| 1Y | +0.7% | +18.4% | -17.7% | -1.8% |
| 3Y | +24.0% | +65.5% | -41.4% | +15.2% |
| 5Y | +19.3% | +29.9% | -10.6% | +13.7% |
| 10Y | +96.4% | +186.6% | -90.2% | +69.3% |
| All | +4,789.4% | +1,372.9% | +3,416.5% | +3,324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling