+231.7%
LNG vs SYF
+78.7%
+153.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.1% |
| 7D | -4.5% | -5.5% | +1.0% | -3.6% |
| 30D | +4.7% | -3.9% | +8.5% | +5.3% |
| 3M | +15.1% | +8.9% | +6.2% | +12.8% |
| 6M | +13.6% | +16.2% | -2.7% | +9.5% |
| YTD | +44.0% | -8.4% | +52.4% | +45.1% |
| 1Y | +18.4% | +2.6% | +15.7% | +16.2% |
| 3Y | +75.9% | +156.4% | -80.5% | +39.4% |
| 5Y | +231.7% | +78.2% | +153.5% | +170.1% |
| All | +231.7% | +78.7% | +153.0% | +170.1% |
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