+1,499.9%
LITE vs SYF
+187.9%
+1,312.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | -13.9% | -4.2% | -9.7% | -12.3% |
| 30D | -46.9% | -1.1% | -45.9% | -46.8% |
| 3M | -28.0% | -7.9% | -20.1% | -25.8% |
| 6M | -35.2% | -1.1% | -34.1% | -35.9% |
| YTD | +58.9% | -12.6% | +71.5% | +64.0% |
| 1Y | +125.3% | -2.4% | +127.7% | +122.1% |
| 3Y | +1,344.4% | +156.6% | +1,187.8% | +876.9% |
| 5Y | +541.2% | +61.9% | +479.3% | +396.3% |
| All | +1,499.9% | +187.9% | +1,312.0% | +833.5% |
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