+224.1%
SYK vs LSCC
+1,351.6%
-1,127.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | 0.0% |
| 7D | -5.0% | +7.0% | -12.0% | -6.2% |
| 30D | +9.9% | -2.3% | +12.3% | +9.6% |
| 3M | -8.9% | -12.5% | +3.6% | -8.1% |
| 6M | +3.1% | -10.6% | +13.7% | +1.7% |
| YTD | -11.1% | +52.7% | -63.8% | -21.8% |
| 1Y | -16.2% | +74.0% | -90.1% | -28.2% |
| 3Y | +13.2% | +104.8% | -91.6% | -12.1% |
| 5Y | +23.5% | +36.2% | -12.8% | -1.1% |
| All | +224.1% | +1,351.6% | -1,127.4% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling