-22.3%
SYK vs LSCC
+72.9%
-95.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.5% |
| 7D | -8.3% | +1.3% | -9.6% | -8.3% |
| 30D | -10.1% | -9.7% | -0.4% | -10.5% |
| 3M | +0.9% | -23.7% | +24.6% | +0.5% |
| 6M | -20.2% | +26.5% | -46.7% | -22.8% |
| YTD | -13.3% | +57.5% | -70.8% | -16.1% |
| 1Y | -22.3% | +75.7% | -98.0% | -25.7% |
| All | -22.3% | +72.9% | -95.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling