+96.4%
SYY vs LSCC
+1,791.9%
-1,695.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | -2.8% | +5.2% | -8.0% | -3.4% |
| 30D | -5.3% | -9.6% | +4.4% | -4.1% |
| 3M | +5.1% | -17.8% | +22.9% | +6.8% |
| 6M | -5.0% | +37.4% | -42.4% | -10.8% |
| YTD | +10.7% | +59.7% | -49.0% | +1.3% |
| 1Y | +0.7% | +76.2% | -75.5% | -9.7% |
| 3Y | +24.0% | +28.2% | -4.1% | +12.2% |
| 5Y | +19.3% | +87.2% | -67.9% | -4.7% |
| 10Y | +96.4% | +1,795.0% | -1,698.6% | +7.3% |
| All | +96.4% | +1,791.9% | -1,695.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LSCC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling