-5.3%
SYK vs LTH
+153.8%
-159.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.0% |
| 7D | -9.1% | -4.0% | -5.1% | -8.4% |
| 30D | -20.6% | -5.3% | -15.3% | -19.9% |
| 3M | -9.6% | +19.0% | -28.6% | -12.3% |
| 6M | -19.9% | +55.8% | -75.7% | -26.1% |
| YTD | -21.2% | +56.1% | -77.3% | -27.5% |
| 1Y | -28.4% | +41.3% | -69.7% | -33.1% |
| 3Y | -5.3% | +156.6% | -162.0% | -17.8% |
| All | -5.3% | +153.8% | -159.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling