-41.3%
LULU vs SYF
+19.9%
-61.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.5% |
| 7D | -16.9% | -1.3% | -15.6% | -16.4% |
| 30D | -22.0% | -1.1% | -20.9% | -21.8% |
| 3M | -17.8% | +7.4% | -25.2% | -23.1% |
| 6M | -41.3% | +16.2% | -57.5% | -48.5% |
| All | -41.3% | +19.9% | -61.1% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling