+186.9%
LQD vs SYK
+1,274.4%
-1,087.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -1.1% | -12.3% | +11.3% | -0.5% |
| 30D | -1.1% | -22.4% | +21.3% | -0.1% |
| 3M | -2.3% | -12.3% | +10.0% | -1.9% |
| 6M | -2.9% | -24.3% | +21.4% | -1.8% |
| YTD | -2.3% | -22.8% | +20.4% | -1.4% |
| 1Y | -2.2% | -28.8% | +26.6% | -0.9% |
| 3Y | +14.0% | -4.0% | +18.0% | +13.9% |
| 5Y | -5.8% | +3.8% | -9.6% | -6.5% |
| 10Y | +22.2% | +172.8% | -150.6% | +18.3% |
| All | +186.9% | +1,274.4% | -1,087.5% | +181.7% |
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