-22.3%
SYK vs LTH
+54.1%
-76.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.3% | -0.6% | -7.7% | -8.3% |
| 30D | -10.1% | -4.6% | -5.5% | -9.5% |
| 3M | +0.9% | +32.8% | -31.9% | -3.0% |
| 6M | -20.2% | +64.6% | -84.8% | -26.0% |
| YTD | -13.3% | +62.6% | -75.9% | -20.3% |
| 1Y | -22.3% | +49.9% | -72.3% | -27.4% |
| All | -22.3% | +54.1% | -76.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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