+22,282.0%
SYK vs LEN
+9,810.8%
+12,471.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.3% |
| 7D | -12.3% | -7.8% | -4.6% | -11.0% |
| 30D | -22.4% | -11.0% | -11.4% | -20.8% |
| 3M | -12.3% | -12.8% | +0.4% | -10.3% |
| 6M | -24.3% | -20.2% | -4.1% | -21.5% |
| YTD | -22.8% | -23.0% | +0.3% | -19.6% |
| 1Y | -28.8% | -41.8% | +13.0% | -22.3% |
| 3Y | -4.0% | -28.8% | +24.8% | -0.4% |
| 5Y | +3.8% | -12.6% | +16.5% | +2.8% |
| 10Y | +172.8% | +101.7% | +71.1% | +126.2% |
| All | +22,282.0% | +9,810.8% | +12,471.2% | +7,553.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling