+1,533.3%
LITE vs SYF
+218.0%
+1,315.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +11.0% |
| 7D | -12.9% | -4.7% | -8.2% | -11.0% |
| 30D | -46.0% | +0.6% | -46.5% | -46.2% |
| 3M | -33.0% | -6.8% | -26.2% | -31.3% |
| 6M | -34.0% | +0.5% | -34.6% | -35.1% |
| YTD | +61.7% | -11.1% | +72.9% | +65.9% |
| 1Y | +148.3% | +1.3% | +147.0% | +141.1% |
| 3Y | +1,408.5% | +164.6% | +1,243.9% | +909.8% |
| 5Y | +546.2% | +65.2% | +481.0% | +396.7% |
| 10Y | +1,533.3% | +204.6% | +1,328.7% | +890.5% |
| All | +1,533.3% | +218.0% | +1,315.4% | +890.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling