-24.3%
SYK vs LH
+13.9%
-38.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | +0.8% |
| 7D | -12.3% | -7.4% | -4.9% | -8.0% |
| 30D | -22.4% | -4.6% | -17.9% | -20.2% |
| 3M | -12.3% | +14.5% | -26.9% | -20.2% |
| 6M | -24.3% | +14.8% | -39.1% | -32.5% |
| All | -24.3% | +13.9% | -38.2% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling