+2,520.1%
LRCX vs SYF
+178.4%
+2,341.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | +12.7% | -2.0% | +14.7% | +13.8% |
| 30D | -21.3% | +1.2% | -22.5% | -21.9% |
| 3M | -32.9% | -9.4% | -23.5% | -29.6% |
| 6M | -23.4% | +4.4% | -27.8% | -25.7% |
| YTD | +32.4% | -11.9% | +44.3% | +39.2% |
| 1Y | +48.0% | -0.4% | +48.4% | +45.9% |
| 3Y | +243.9% | +159.6% | +84.4% | +98.6% |
| 5Y | +280.6% | +60.9% | +219.7% | +172.8% |
| All | +2,520.1% | +178.4% | +2,341.7% | +1,167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling