+18.5%
LHX vs SYF
+78.7%
-60.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -4.8% | -5.5% | +0.7% | -4.1% |
| 30D | -12.7% | -3.9% | -8.9% | -12.3% |
| 3M | -17.6% | +8.9% | -26.6% | -18.8% |
| 6M | -30.7% | +16.2% | -46.9% | -32.3% |
| YTD | -14.3% | -8.4% | -5.9% | -13.8% |
| 1Y | -8.4% | +2.6% | -11.0% | -9.4% |
| 3Y | +56.7% | +156.4% | -99.7% | +32.6% |
| 5Y | +18.5% | +78.2% | -59.7% | +3.5% |
| All | +18.5% | +78.7% | -60.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling