+2,331.0%
LITE vs SYF
+263.5%
+2,067.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +2.4% | -3.9% | -2.6% |
| 30D | +6.7% | +0.8% | +5.8% | +6.1% |
| 3M | -6.8% | +13.4% | -20.2% | -12.3% |
| 6M | +29.4% | +16.3% | +13.1% | +20.1% |
| YTD | +139.1% | -3.0% | +142.1% | +137.0% |
| 1Y | +521.0% | +5.7% | +515.3% | +493.2% |
| 3Y | +1,535.3% | +160.1% | +1,375.2% | +997.7% |
| 5Y | +889.8% | +88.5% | +801.3% | +621.4% |
| All | +2,331.0% | +263.5% | +2,067.6% | +1,154.8% |
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