+2,405.2%
LITE vs SYK
+173.6%
+2,231.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.6% |
| 7D | +10.4% | -12.3% | +22.8% | +16.1% |
| 30D | +14.0% | -22.4% | +36.5% | +26.2% |
| 3M | +9.7% | -12.3% | +22.0% | +11.4% |
| 6M | +39.2% | -24.3% | +63.6% | +50.8% |
| YTD | +153.9% | -22.8% | +176.6% | +171.8% |
| 1Y | +467.5% | -28.8% | +496.3% | +531.3% |
| 3Y | +1,784.2% | -4.0% | +1,788.2% | +1,673.0% |
| 5Y | +990.3% | +3.8% | +986.5% | +864.5% |
| All | +2,405.2% | +173.6% | +2,231.6% | +1,261.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling