-5.4%
SYK vs LSCC
+24.3%
-29.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -11.8% | +1.4% | -13.2% | -11.9% |
| 30D | -20.4% | -10.0% | -10.3% | -20.0% |
| 3M | -12.1% | -16.1% | +4.0% | -11.7% |
| 6M | -24.3% | +27.4% | -51.7% | -27.4% |
| YTD | -21.2% | +56.9% | -78.1% | -26.2% |
| 1Y | -29.2% | +74.6% | -103.7% | -34.6% |
| All | -5.4% | +24.3% | -29.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling