-7.2%
SYK vs LH
+56.3%
-63.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -0.2% |
| 7D | -12.3% | -7.4% | -4.9% | -9.6% |
| 30D | -22.4% | -4.6% | -17.9% | -21.0% |
| 3M | -12.3% | +14.5% | -26.9% | -16.9% |
| 6M | -24.3% | +14.8% | -39.1% | -28.4% |
| YTD | -22.8% | +23.3% | -46.0% | -29.0% |
| 1Y | -28.8% | +13.6% | -42.4% | -32.7% |
| All | -7.2% | +56.3% | -63.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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