+222.1%
LNG vs SYF
+77.7%
+144.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.7% | -4.9% | +0.2% | -3.9% |
| 30D | +3.8% | -4.3% | +8.1% | +4.5% |
| 3M | +16.2% | +5.5% | +10.6% | +14.6% |
| 6M | +11.7% | +17.5% | -5.8% | +7.5% |
| YTD | +44.2% | -7.8% | +52.0% | +45.2% |
| 1Y | +18.6% | +1.6% | +16.9% | +16.7% |
| 3Y | +77.4% | +154.8% | -77.4% | +41.2% |
| All | +222.1% | +77.7% | +144.4% | +166.7% |
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