+24.6%
SYK vs LII
+17.0%
+7.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -5.0% | +2.9% | -7.9% | -5.7% |
| 30D | +9.9% | +0.9% | +9.0% | +9.5% |
| 3M | -8.9% | -15.5% | +6.6% | -5.3% |
| 6M | +3.1% | -30.2% | +33.3% | +10.6% |
| YTD | -11.1% | -26.8% | +15.7% | -6.8% |
| 1Y | -16.2% | -25.3% | +9.1% | -12.7% |
| 3Y | +13.2% | -7.8% | +20.9% | +3.7% |
| All | +24.6% | +17.0% | +7.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling