+86.7%
SYY vs LII
+169.1%
-82.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +0.3% | +2.9% | -2.6% | -0.7% |
| 30D | -4.8% | +0.9% | -5.7% | -5.4% |
| 3M | -7.1% | -15.5% | +8.5% | -1.9% |
| 6M | +6.8% | -30.2% | +37.0% | +18.3% |
| YTD | +7.7% | -26.8% | +34.5% | +15.5% |
| 1Y | +5.7% | -25.3% | +31.0% | +12.2% |
| 3Y | +24.6% | -7.8% | +32.3% | +11.8% |
| 5Y | +15.6% | +17.0% | -1.3% | -11.2% |
| All | +86.7% | +169.1% | -82.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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