+333.7%
LNG vs SYF
+340.9%
-7.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +2.7% |
| 30D | +14.9% | +0.8% | +14.0% | +14.4% |
| 3M | +21.4% | +13.4% | +8.0% | +16.1% |
| 6M | +17.8% | +16.3% | +1.5% | +11.2% |
| YTD | +51.3% | -3.0% | +54.3% | +50.1% |
| 1Y | +24.4% | +5.7% | +18.7% | +19.7% |
| 3Y | +79.7% | +160.1% | -80.4% | +25.0% |
| 5Y | +241.3% | +88.5% | +152.8% | +153.4% |
| 10Y | +603.1% | +263.1% | +340.1% | +260.0% |
| All | +333.7% | +340.9% | -7.2% | +113.3% |
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