+5.0%
SYK vs LOW
+5.3%
-0.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -12.3% | -2.6% | -9.7% | -11.3% |
| 30D | -22.4% | -11.1% | -11.3% | -18.6% |
| 3M | -12.3% | -8.5% | -3.8% | -9.2% |
| 6M | -24.3% | -20.8% | -3.5% | -17.1% |
| YTD | -22.8% | -17.2% | -5.5% | -17.4% |
| 1Y | -28.8% | -24.7% | -4.0% | -20.9% |
| 3Y | -4.0% | -9.7% | +5.8% | -2.9% |
| All | +5.0% | +5.3% | -0.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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