+359.7%
LNG vs SYF
+300.4%
+59.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | +11.3% | -2.0% | +13.4% | +11.9% |
| 30D | +10.6% | +1.2% | +9.4% | +10.1% |
| 3M | +16.1% | -9.4% | +25.5% | +19.0% |
| 6M | +29.6% | +4.4% | +25.1% | +26.5% |
| YTD | +60.3% | -11.9% | +72.2% | +63.2% |
| 1Y | +46.1% | -0.4% | +46.5% | +42.9% |
| 3Y | +85.9% | +159.6% | -73.6% | +29.0% |
| 5Y | +210.8% | +60.9% | +150.0% | +142.9% |
| 10Y | +808.8% | +180.9% | +627.9% | +415.4% |
| All | +359.7% | +300.4% | +59.3% | +131.9% |
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