+25.8%
SYY vs LII
+6.0%
+19.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -4.9% | -12.6% | +7.7% | -3.4% |
| 3M | +8.4% | -24.4% | +32.8% | +11.6% |
| 6M | -7.4% | -28.7% | +21.4% | -3.9% |
| YTD | +11.0% | -19.1% | +30.1% | +12.7% |
| 1Y | -0.2% | -29.7% | +29.5% | +3.3% |
| All | +25.8% | +6.0% | +19.8% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling