+1,002.9%
LITE vs SYK
+3.9%
+999.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.8% | +19.8% | +13.7% |
| 7D | +12.6% | -12.9% | +25.5% | +17.1% |
| 30D | +9.9% | -18.5% | +28.4% | +16.4% |
| 3M | +9.3% | -8.1% | +17.4% | +7.0% |
| 6M | +75.2% | -23.8% | +99.0% | +88.9% |
| YTD | +165.5% | -20.9% | +186.4% | +179.8% |
| 1Y | +555.0% | -29.0% | +583.9% | +631.7% |
| 3Y | +1,870.5% | -1.7% | +1,872.2% | +1,702.6% |
| All | +1,002.9% | +3.9% | +999.0% | +853.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling