+2,382.0%
LITE vs SYK
+179.2%
+2,202.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.8% |
| 7D | +5.2% | -9.1% | +14.3% | +8.9% |
| 30D | -0.6% | -20.6% | +20.1% | +9.0% |
| 3M | +4.2% | -9.6% | +13.8% | +4.4% |
| 6M | +38.0% | -19.9% | +57.8% | +45.2% |
| YTD | +151.5% | -21.2% | +172.7% | +166.9% |
| 1Y | +462.2% | -28.4% | +490.6% | +525.5% |
| 3Y | +1,810.6% | -5.3% | +1,815.9% | +1,718.1% |
| 5Y | +980.2% | +6.0% | +974.2% | +847.1% |
| All | +2,382.0% | +179.2% | +2,202.8% | +1,236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SYK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling