+189.0%
LMT vs SYF
+255.8%
-66.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.5% |
| 7D | -0.5% | -5.5% | +5.0% | +0.4% |
| 30D | -10.8% | -3.9% | -6.9% | -10.2% |
| 3M | +1.6% | +8.9% | -7.3% | -0.2% |
| 6M | -17.6% | +16.2% | -33.8% | -20.1% |
| YTD | +11.6% | -8.4% | +20.0% | +12.4% |
| 1Y | +17.2% | +2.6% | +14.6% | +15.4% |
| 3Y | +35.7% | +156.4% | -120.6% | +7.4% |
| 5Y | +75.2% | +78.2% | -3.0% | +46.0% |
| All | +189.0% | +255.8% | -66.7% | +82.2% |
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