-5.3%
SYK vs LEN
-21.9%
+16.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.3% | +7.7% |
| 7D | +11.7% | +10.5% | +1.3% | +9.2% |
| 30D | +19.1% | +24.6% | -5.6% | +13.4% |
| 3M | +1.4% | +6.6% | -5.2% | -0.4% |
| 6M | +17.4% | +10.6% | +6.8% | +13.9% |
| YTD | -2.5% | -8.3% | +5.8% | -3.4% |
| 1Y | -5.3% | -22.5% | +17.2% | -3.4% |
| All | -5.3% | -21.9% | +16.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling