-7.2%
SYK vs LEN
-28.8%
+21.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.2% |
| 7D | -12.3% | -7.8% | -4.6% | -10.8% |
| 30D | -22.4% | -11.0% | -11.4% | -20.6% |
| 3M | -12.3% | -12.8% | +0.4% | -10.1% |
| 6M | -24.3% | -20.2% | -4.1% | -21.3% |
| YTD | -22.8% | -23.0% | +0.3% | -19.5% |
| 1Y | -28.8% | -41.8% | +13.0% | -21.8% |
| All | -7.2% | -28.8% | +21.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling