+5,083.9%
LITE vs SYK
+247.1%
+4,836.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.7% |
| 7D | -1.5% | -8.3% | +6.8% | +2.1% |
| 30D | +6.7% | -10.1% | +16.7% | +11.0% |
| 3M | -6.8% | +0.9% | -7.7% | -10.6% |
| 6M | +29.4% | -20.2% | +49.6% | +38.8% |
| YTD | +139.1% | -13.3% | +152.4% | +144.9% |
| 1Y | +521.0% | -22.3% | +543.3% | +569.2% |
| 3Y | +1,535.3% | +9.7% | +1,525.6% | +1,370.9% |
| 5Y | +889.8% | +15.4% | +874.4% | +752.9% |
| 10Y | +2,400.7% | +192.9% | +2,207.9% | +1,406.9% |
| All | +5,083.9% | +247.1% | +4,836.7% | +3,108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling