+113.8%
SYY vs LH
+183.3%
-69.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | +3.9% | -4.7% | +8.6% | +6.2% |
| 30D | -1.7% | -3.5% | +1.7% | -0.3% |
| 3M | +5.2% | +17.7% | -12.5% | -3.0% |
| 6M | -0.2% | +15.8% | -16.0% | -7.4% |
| YTD | +15.4% | +25.1% | -9.7% | +3.0% |
| 1Y | +5.6% | +12.5% | -6.9% | -1.1% |
| 3Y | +28.9% | +59.8% | -30.9% | -0.4% |
| 5Y | +24.1% | +27.1% | -3.0% | +4.9% |
| All | +113.8% | +183.3% | -69.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling