+157.3%
LULU vs SYF
+319.2%
-162.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | -1.6% | -4.9% | +3.3% | +0.1% |
| 30D | -18.1% | -4.3% | -13.8% | -16.9% |
| 3M | -18.8% | +5.5% | -24.3% | -20.6% |
| 6M | -39.2% | +17.5% | -56.7% | -42.7% |
| YTD | -52.4% | -7.8% | -44.6% | -51.3% |
| 1Y | -40.3% | +1.6% | -41.9% | -41.0% |
| 3Y | -75.1% | +154.8% | -229.9% | -82.4% |
| 5Y | -76.7% | +79.5% | -156.2% | -82.1% |
| 10Y | +52.7% | +256.4% | -203.6% | -11.9% |
| All | +157.3% | +319.2% | -162.0% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling