-3.3%
LVS vs SYF
+258.4%
-261.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -3.5% | -4.9% | +1.4% | -1.4% |
| 30D | -6.2% | -4.3% | -1.9% | -4.5% |
| 3M | -14.8% | +5.5% | -20.3% | -17.4% |
| 6M | -20.9% | +17.5% | -38.4% | -26.9% |
| YTD | -33.0% | -7.8% | -25.3% | -31.9% |
| 1Y | -20.0% | +1.6% | -21.7% | -22.3% |
| 3Y | -6.9% | +154.8% | -161.7% | -43.1% |
| 5Y | +9.1% | +79.5% | -70.4% | -24.2% |
| All | -3.3% | +258.4% | -261.7% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling