+37.3%
LMT vs SYF
+170.1%
-132.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.6% |
| 30D | -8.2% | 0.0% | -8.3% | -8.2% |
| 3M | +3.7% | +11.9% | -8.2% | +3.5% |
| 6M | -19.2% | +18.9% | -38.1% | -19.4% |
| YTD | +12.9% | -4.6% | +17.4% | +13.1% |
| 1Y | +19.8% | +6.4% | +13.4% | +19.5% |
| 3Y | +37.3% | +167.2% | -129.9% | +29.4% |
| All | +37.3% | +170.1% | -132.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling