+539.9%
SYK vs LPLA
+1,263.8%
-724.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -12.3% | -3.7% | -8.7% | -11.5% |
| 30D | -22.4% | -6.4% | -16.1% | -21.2% |
| 3M | -12.3% | +20.2% | -32.5% | -16.4% |
| 6M | -24.3% | +12.8% | -37.2% | -26.9% |
| YTD | -22.8% | -2.5% | -20.3% | -23.2% |
| 1Y | -28.8% | +1.9% | -30.7% | -30.3% |
| 3Y | -4.0% | +45.0% | -48.9% | -16.4% |
| 5Y | +3.8% | +146.6% | -142.8% | -24.7% |
| 10Y | +172.8% | +1,213.6% | -1,040.8% | +30.8% |
| All | +539.9% | +1,263.8% | -724.0% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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