+23,224.4%
SYK vs LH
+1,291.7%
+21,932.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.1% |
| 7D | -12.3% | -7.4% | -4.9% | -11.1% |
| 30D | -22.4% | -4.6% | -17.9% | -21.8% |
| 3M | -12.3% | +14.5% | -26.9% | -14.5% |
| 6M | -24.3% | +14.8% | -39.1% | -26.2% |
| YTD | -22.8% | +23.3% | -46.0% | -25.7% |
| 1Y | -28.8% | +13.6% | -42.4% | -30.5% |
| 3Y | -4.0% | +56.3% | -60.3% | -11.9% |
| 5Y | +3.8% | +25.2% | -21.4% | -1.4% |
| 10Y | +172.8% | +179.1% | -6.3% | +124.7% |
| All | +23,224.4% | +1,291.7% | +21,932.7% | +15,469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling