+13.0%
SYY vs LTH
+145.7%
-132.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +4.7% | +6.4% | -1.6% | +3.9% |
| 30D | -0.7% | +16.7% | -17.4% | -2.7% |
| 3M | -6.8% | +11.7% | -18.5% | -8.2% |
| 6M | +8.6% | +48.5% | -39.9% | +3.0% |
| YTD | +8.4% | +78.4% | -70.0% | -0.1% |
| 1Y | +7.1% | +89.7% | -82.6% | -2.1% |
| 3Y | +25.2% | +245.6% | -220.4% | +2.5% |
| 5Y | +13.0% | +142.7% | -129.7% | -8.0% |
| All | +13.0% | +145.7% | -132.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling