+4.7%
SYK vs LSCC
+82.7%
-78.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | -11.8% | +1.4% | -13.2% | -12.0% |
| 30D | -20.4% | -10.0% | -10.3% | -19.5% |
| 3M | -12.1% | -16.1% | +4.0% | -11.1% |
| 6M | -24.3% | +27.4% | -51.7% | -29.0% |
| YTD | -21.2% | +56.9% | -78.1% | -28.9% |
| 1Y | -29.2% | +74.6% | -103.7% | -37.7% |
| 3Y | -2.1% | +26.0% | -28.0% | -11.8% |
| 5Y | +4.7% | +86.1% | -81.4% | -23.7% |
| All | +4.7% | +82.7% | -78.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling