+2,898.2%
LITE vs SYF
+162.2%
+2,736.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.4% | -18.1% |
| 7D | -44.6% | -3.8% | -40.8% | -43.7% |
| 30D | -55.0% | +2.6% | -57.7% | -55.6% |
| 3M | -38.3% | -6.5% | -31.8% | -36.8% |
| 6M | -48.8% | +0.8% | -49.6% | -49.6% |
| YTD | +38.3% | -10.1% | +48.4% | +41.1% |
| 1Y | +119.0% | +0.8% | +118.1% | +113.4% |
| 3Y | +1,092.0% | +158.8% | +933.2% | +717.5% |
| 5Y | +446.1% | +67.5% | +378.6% | +322.3% |
| 10Y | +1,381.7% | +230.0% | +1,151.7% | +738.1% |
| All | +2,898.2% | +162.2% | +2,736.0% | +1,754.4% |
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