+887.1%
SYY vs LII
+2,796.3%
-1,909.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.5% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | +0.3% | -2.0% | +2.3% | +0.6% |
| 3M | -6.3% | -20.2% | +13.9% | -2.0% |
| 6M | +9.7% | -32.5% | +42.2% | +17.8% |
| YTD | +9.4% | -27.4% | +36.8% | +14.9% |
| 1Y | +7.3% | -28.2% | +35.4% | +12.8% |
| 3Y | +27.6% | -7.2% | +34.9% | +24.1% |
| 5Y | +12.5% | +19.9% | -7.4% | +1.6% |
| 10Y | +87.4% | +168.6% | -81.2% | +45.3% |
| All | +887.1% | +2,796.3% | -1,909.2% | +434.4% |
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