+337.8%
LMT vs SYF
+340.9%
-3.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -6.3% | +2.4% | -8.7% | -6.7% |
| 30D | -8.5% | +0.8% | -9.3% | -8.7% |
| 3M | +1.8% | +13.4% | -11.6% | -0.6% |
| 6M | -19.9% | +16.3% | -36.3% | -22.4% |
| YTD | +10.6% | -3.0% | +13.6% | +10.3% |
| 1Y | +17.9% | +5.7% | +12.2% | +15.6% |
| 3Y | +27.0% | +160.1% | -133.2% | +0.9% |
| 5Y | +68.7% | +88.5% | -19.8% | +39.5% |
| 10Y | +181.1% | +263.1% | -82.0% | +82.7% |
| All | +337.8% | +340.9% | -3.1% | +168.4% |
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