+868.0%
SYY vs LII
+2,734.1%
-1,866.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.6% |
| 7D | -7.3% | -0.6% | -6.7% | -7.1% |
| 30D | +0.1% | -4.6% | +4.7% | +0.9% |
| 3M | -8.2% | -21.2% | +13.0% | -3.7% |
| 6M | +6.3% | -36.4% | +42.7% | +15.6% |
| YTD | +7.3% | -28.9% | +36.3% | +13.2% |
| 1Y | +8.5% | -29.5% | +38.0% | +14.5% |
| 3Y | +24.9% | -8.6% | +33.5% | +21.8% |
| 5Y | +8.0% | +20.2% | -12.2% | -2.5% |
| 10Y | +107.2% | +166.2% | -59.0% | +61.1% |
| All | +868.0% | +2,734.1% | -1,866.1% | +426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling