+24.9%
SYY vs LSCC
+81.4%
-56.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -5.0% | +2.0% |
| 7D | -7.3% | +13.0% | -20.2% | -7.5% |
| 30D | +0.1% | -19.8% | +19.9% | +0.8% |
| 3M | -8.2% | -18.4% | +10.2% | -7.7% |
| 6M | +6.3% | -16.1% | +22.4% | +6.1% |
| YTD | +7.3% | +42.7% | -35.4% | +4.2% |
| 1Y | +8.5% | +68.0% | -59.5% | +4.6% |
| 3Y | +24.9% | +85.8% | -60.9% | +16.3% |
| All | +24.9% | +81.4% | -56.5% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling