+416.0%
LRCX vs SYF
+77.7%
+338.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -3.1% | -4.9% | +1.9% | -0.4% |
| 30D | -8.6% | -4.3% | -4.2% | -6.4% |
| 3M | -17.7% | +5.5% | -23.2% | -20.5% |
| 6M | +36.4% | +17.5% | +18.8% | +24.5% |
| YTD | +74.5% | -7.8% | +82.3% | +79.8% |
| 1Y | +159.4% | +1.6% | +157.8% | +152.9% |
| 3Y | +361.6% | +154.8% | +206.8% | +160.0% |
| All | +416.0% | +77.7% | +338.3% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling