+4,655.2%
SYY vs LH
+1,579.7%
+3,075.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -4.8% | +16.7% | -21.5% | -6.8% |
| 3M | -7.1% | +15.1% | -22.2% | -9.0% |
| 6M | +6.8% | +46.3% | -39.5% | +1.1% |
| YTD | +7.7% | +48.8% | -41.1% | +1.7% |
| 1Y | +5.7% | +39.7% | -34.0% | +0.7% |
| 3Y | +24.6% | +87.0% | -62.5% | +13.6% |
| 5Y | +15.6% | +53.0% | -37.4% | +7.8% |
| 10Y | +87.9% | +264.3% | -176.4% | +57.4% |
| All | +4,655.2% | +1,579.7% | +3,075.5% | +3,167.6% |
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 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