+377.9%
LHX vs SYF
+333.7%
+44.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -2.5% | +2.6% | -5.1% | -3.1% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -14.9% | +11.9% | -26.9% | -17.5% |
| 6M | -29.6% | +18.9% | -48.5% | -32.7% |
| YTD | -11.8% | -4.6% | -7.2% | -11.8% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.6% |
| 3Y | +61.3% | +167.2% | -105.9% | +21.3% |
| 5Y | +22.4% | +92.3% | -70.0% | -3.3% |
| 10Y | +232.2% | +263.2% | -30.9% | +95.2% |
| All | +377.9% | +333.7% | +44.2% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling