-76.7%
LULU vs SYF
+77.7%
-154.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | -1.6% | -4.9% | +3.3% | +0.6% |
| 30D | -18.1% | -4.3% | -13.8% | -16.6% |
| 3M | -18.8% | +5.5% | -24.3% | -21.1% |
| 6M | -39.2% | +17.5% | -56.7% | -43.6% |
| YTD | -52.4% | -7.8% | -44.6% | -51.1% |
| 1Y | -40.3% | +1.6% | -41.9% | -41.4% |
| 3Y | -75.1% | +154.8% | -229.9% | -84.2% |
| All | -76.7% | +77.7% | -154.4% | -84.7% |
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