+2,458.7%
SYK vs LII
+3,124.4%
-665.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.8% |
| 7D | -8.3% | -0.7% | -7.6% | -8.2% |
| 30D | -10.1% | -12.6% | +2.5% | -7.3% |
| 3M | +0.9% | -24.4% | +25.3% | +6.4% |
| 6M | -20.2% | -28.7% | +8.5% | -15.1% |
| YTD | -13.3% | -19.1% | +5.9% | -10.7% |
| 1Y | -22.3% | -29.7% | +7.4% | -17.7% |
| 3Y | +9.7% | +4.8% | +5.0% | +3.9% |
| 5Y | +15.4% | +24.6% | -9.1% | +3.4% |
| 10Y | +192.9% | +169.2% | +23.7% | +120.3% |
| All | +2,458.7% | +3,124.4% | -665.7% | +1,036.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling