+15.3%
SYY vs LH
+54.7%
-39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | -4.8% | +16.7% | -21.5% | -9.3% |
| 3M | -7.1% | +15.1% | -22.2% | -11.2% |
| 6M | +6.8% | +46.3% | -39.5% | -5.7% |
| YTD | +7.7% | +48.8% | -41.1% | -5.5% |
| 1Y | +5.7% | +39.7% | -34.0% | -5.5% |
| 3Y | +24.6% | +87.0% | -62.5% | +0.8% |
| All | +15.3% | +54.7% | -39.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling