-22.3%
SYK vs LII
-28.2%
+5.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.6% |
| 7D | -8.3% | -0.7% | -7.6% | -8.3% |
| 30D | -10.1% | -12.6% | +2.5% | -9.4% |
| 3M | +0.9% | -24.4% | +25.3% | +1.6% |
| 6M | -20.2% | -28.7% | +8.5% | -19.4% |
| YTD | -13.3% | -19.1% | +5.9% | -13.0% |
| 1Y | -22.3% | -29.7% | +7.4% | -22.8% |
| All | -22.3% | -28.2% | +5.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling