+167.6%
SYK vs LII
+170.6%
-3.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -12.3% | -3.5% | -8.8% | -11.3% |
| 30D | -22.4% | -13.5% | -8.9% | -18.7% |
| 3M | -12.3% | -26.0% | +13.7% | -4.9% |
| 6M | -24.3% | -26.8% | +2.5% | -18.3% |
| YTD | -22.8% | -22.9% | +0.1% | -18.6% |
| 1Y | -28.8% | -32.6% | +3.8% | -21.6% |
| 3Y | -4.0% | -1.3% | -2.7% | -13.7% |
| 5Y | +3.8% | +23.1% | -19.2% | -18.0% |
| All | +167.6% | +170.6% | -3.0% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling