+550.0%
LNG vs SYF
+258.4%
+291.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -4.7% | -4.9% | +0.2% | -3.4% |
| 30D | +3.8% | -4.3% | +8.1% | +4.9% |
| 3M | +16.2% | +5.5% | +10.6% | +13.6% |
| 6M | +11.7% | +17.5% | -5.8% | +5.4% |
| YTD | +44.2% | -7.8% | +52.0% | +45.2% |
| 1Y | +18.6% | +1.6% | +16.9% | +15.6% |
| 3Y | +77.4% | +154.8% | -77.4% | +26.5% |
| 5Y | +232.3% | +79.5% | +152.8% | +154.4% |
| All | +550.0% | +258.4% | +291.6% | +264.6% |
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