+5.0%
SYK vs LEN
-13.1%
+18.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -0.9% |
| 7D | -12.3% | -7.8% | -4.6% | -10.2% |
| 30D | -22.4% | -11.0% | -11.4% | -19.8% |
| 3M | -12.3% | -12.8% | +0.4% | -9.2% |
| 6M | -24.3% | -20.2% | -4.1% | -19.9% |
| YTD | -22.8% | -23.0% | +0.3% | -17.9% |
| 1Y | -28.8% | -41.8% | +13.0% | -18.1% |
| 3Y | -4.0% | -28.8% | +24.8% | -2.1% |
| All | +5.0% | -13.1% | +18.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling