+85.9%
LNG vs SYF
+159.4%
-73.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +11.3% | -2.0% | +13.4% | +11.6% |
| 30D | +10.6% | +1.2% | +9.4% | +10.4% |
| 3M | +16.1% | -9.4% | +25.5% | +17.5% |
| 6M | +29.6% | +4.4% | +25.1% | +27.8% |
| YTD | +60.3% | -11.9% | +72.2% | +62.7% |
| 1Y | +46.1% | -0.4% | +46.5% | +44.2% |
| 3Y | +85.9% | +159.6% | -73.6% | +56.1% |
| All | +85.9% | +159.4% | -73.4% | +56.1% |
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 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