+71.8%
LMT vs SYF
+89.2%
-17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -12.5% | -1.1% | -11.4% | -12.5% |
| 3M | -0.5% | +7.4% | -7.9% | -0.9% |
| 6M | -20.0% | +16.2% | -36.2% | -20.7% |
| YTD | +10.4% | -6.1% | +16.5% | +10.6% |
| 1Y | +17.7% | +3.4% | +14.3% | +17.2% |
| 3Y | +34.3% | +162.9% | -128.6% | +23.6% |
| 5Y | +71.8% | +85.6% | -13.8% | +57.1% |
| All | +71.8% | +89.2% | -17.4% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling