+3,546.5%
LRCX vs SYF
+255.8%
+3,290.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.2% | -4.4% |
| 7D | +1.8% | -5.5% | +7.4% | +4.9% |
| 30D | -4.3% | -3.9% | -0.4% | -2.3% |
| 3M | -7.3% | +8.9% | -16.2% | -11.7% |
| 6M | +38.6% | +16.2% | +22.3% | +27.8% |
| YTD | +74.4% | -8.4% | +82.9% | +80.3% |
| 1Y | +179.1% | +2.6% | +176.5% | +171.7% |
| 3Y | +357.7% | +156.4% | +201.3% | +167.6% |
| 5Y | +424.9% | +78.2% | +346.7% | +258.9% |
| All | +3,546.5% | +255.8% | +3,290.7% | +1,588.2% |
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