-17.7%
LVS vs SYF
+7.1%
-24.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -3.2% | +0.8% | -4.1% | -3.5% |
| 3M | -12.0% | +13.4% | -25.4% | -14.7% |
| 6M | -19.9% | +16.3% | -36.2% | -22.6% |
| YTD | -30.6% | -3.0% | -27.6% | -31.6% |
| 1Y | -17.7% | +5.7% | -23.5% | -17.9% |
| All | -17.7% | +7.1% | -24.8% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling