+54.0%
LHX vs SYF
+155.9%
-101.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -4.3% | -4.9% | +0.7% | -3.7% |
| 30D | -15.1% | -4.3% | -10.8% | -14.7% |
| 3M | -21.0% | +5.5% | -26.5% | -21.7% |
| 6M | -32.0% | +17.5% | -49.5% | -33.6% |
| YTD | -15.3% | -7.8% | -7.5% | -14.9% |
| 1Y | -11.1% | +1.6% | -12.7% | -11.9% |
| 3Y | +54.0% | +154.8% | -100.8% | +25.3% |
| All | +54.0% | +155.9% | -101.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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