+6.7%
SYK vs LTH
+150.3%
-143.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -12.3% | -3.7% | -8.6% | -11.7% |
| 30D | -22.4% | -5.3% | -17.1% | -21.7% |
| 3M | -12.3% | +24.2% | -36.5% | -15.9% |
| 6M | -24.3% | +54.8% | -79.1% | -30.7% |
| YTD | -22.8% | +56.1% | -78.8% | -29.6% |
| 1Y | -28.8% | +45.5% | -74.3% | -34.3% |
| 3Y | -4.0% | +155.9% | -159.9% | -21.8% |
| All | +6.7% | +150.3% | -143.6% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling