+208.1%
LRCX vs SYF
+7.1%
+201.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +1.9% | +2.4% | -0.5% | +0.7% |
| 30D | +0.1% | +0.8% | -0.8% | -0.3% |
| 3M | -8.5% | +13.4% | -21.9% | -14.8% |
| 6M | +38.1% | +16.3% | +21.7% | +27.0% |
| YTD | +80.1% | -3.0% | +83.1% | +76.5% |
| 1Y | +208.1% | +5.7% | +202.3% | +180.3% |
| All | +208.1% | +7.1% | +201.0% | +180.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling