+4,802.2%
SYY vs LH
+1,382.1%
+3,420.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -2.3% | -2.5% | +0.1% | -2.0% |
| 30D | -4.9% | +4.3% | -9.3% | -5.5% |
| 3M | +8.4% | +25.5% | -17.1% | +5.0% |
| 6M | -7.4% | +17.0% | -24.3% | -9.4% |
| YTD | +11.0% | +31.3% | -20.3% | +6.8% |
| 1Y | -0.2% | +20.0% | -20.2% | -2.9% |
| 3Y | +23.8% | +63.9% | -40.1% | +15.1% |
| 5Y | +18.1% | +30.9% | -12.7% | +12.5% |
| 10Y | +94.6% | +191.4% | -96.8% | +67.4% |
| All | +4,802.2% | +1,382.1% | +3,420.1% | +3,330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling