+26.3%
SYY vs LTH
+155.4%
-129.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | -2.7% | -1.7% | -1.1% | -2.6% |
| 3M | +5.9% | +28.0% | -22.1% | +3.6% |
| 6M | -2.3% | +54.1% | -56.4% | -6.2% |
| YTD | +13.1% | +57.1% | -44.0% | +8.3% |
| 1Y | +3.8% | +45.8% | -42.0% | -0.2% |
| All | +26.3% | +155.4% | -129.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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