-21.8%
LVS vs SYF
+300.4%
-322.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | +10.0% | +1.2% | +8.8% | +9.4% |
| 3M | -11.0% | -9.4% | -1.7% | -7.4% |
| 6M | -20.1% | +4.4% | -24.6% | -22.5% |
| YTD | -36.3% | -11.9% | -24.4% | -34.0% |
| 1Y | -36.8% | -0.4% | -36.4% | -38.1% |
| 3Y | -9.5% | +159.6% | -169.1% | -44.9% |
| 5Y | +9.3% | +60.9% | -51.6% | -20.1% |
| 10Y | -11.0% | +180.9% | -191.9% | -54.1% |
| All | -21.8% | +300.4% | -322.2% | -64.4% |
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