+1,493.1%
LITE vs SYK
+213.4%
+1,279.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.1% |
| 7D | +10.8% | -5.0% | +15.8% | +12.9% |
| 30D | -33.4% | +9.9% | -43.4% | -36.9% |
| 3M | -32.2% | -8.9% | -23.3% | -31.1% |
| 6M | -42.1% | +3.1% | -45.2% | -46.7% |
| YTD | +61.9% | -11.1% | +73.0% | +60.8% |
| 1Y | +163.0% | -16.2% | +179.2% | +170.2% |
| 3Y | +1,358.0% | +13.2% | +1,344.9% | +1,157.7% |
| 5Y | +549.9% | +23.5% | +526.4% | +422.8% |
| All | +1,493.1% | +213.4% | +1,279.7% | +479.4% |
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