+1,402.3%
LITE vs SYF
+221.7%
+1,180.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -35.9% | -2.1% | -33.8% | -35.4% |
| 30D | -51.5% | +2.5% | -54.0% | -52.1% |
| 3M | -35.7% | -6.3% | -29.5% | -34.2% |
| 6M | -43.0% | -1.5% | -41.5% | -43.4% |
| YTD | +46.1% | -10.5% | +56.6% | +49.5% |
| 1Y | +124.7% | +1.5% | +123.2% | +118.1% |
| 3Y | +1,172.1% | +163.3% | +1,008.8% | +754.3% |
| 5Y | +477.0% | +66.8% | +410.3% | +342.3% |
| All | +1,402.3% | +221.7% | +1,180.7% | +819.9% |
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