+1,568.0%
LITE vs SYK
+216.2%
+1,351.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.8% |
| 7D | +22.6% | -6.8% | +29.3% | +25.8% |
| 30D | -36.8% | +10.6% | -47.3% | -40.2% |
| 3M | -33.0% | -9.7% | -23.3% | -31.5% |
| 6M | -37.1% | +6.7% | -43.8% | -43.0% |
| YTD | +69.5% | -10.4% | +79.8% | +67.7% |
| 1Y | +146.1% | -14.0% | +160.1% | +149.3% |
| 3Y | +1,440.8% | +17.6% | +1,423.2% | +1,202.4% |
| 5Y | +580.4% | +24.6% | +555.9% | +445.4% |
| All | +1,568.0% | +216.2% | +1,351.8% | +504.5% |
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