+87.4%
SYY vs LII
+170.7%
-83.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | +0.3% | -2.0% | +2.3% | +0.7% |
| 3M | -6.3% | -20.2% | +13.9% | +0.9% |
| 6M | +9.7% | -32.5% | +42.2% | +23.1% |
| YTD | +9.4% | -27.4% | +36.8% | +17.7% |
| 1Y | +7.3% | -28.2% | +35.4% | +15.7% |
| 3Y | +27.6% | -7.2% | +34.9% | +14.1% |
| 5Y | +12.5% | +19.9% | -7.4% | -15.1% |
| 10Y | +87.4% | +168.6% | -81.2% | -2.9% |
| All | +87.4% | +170.7% | -83.3% | -2.9% |
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