+106.0%
LYV vs SYF
+155.9%
-49.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.9% | -4.9% | +3.0% | -0.3% |
| 30D | -8.2% | -4.3% | -3.9% | -7.0% |
| 3M | -1.3% | +5.5% | -6.8% | -3.4% |
| 6M | +2.6% | +17.5% | -14.9% | -3.3% |
| YTD | +19.4% | -7.8% | +27.2% | +21.1% |
| 1Y | -2.2% | +1.6% | -3.9% | -4.6% |
| 3Y | +106.0% | +154.8% | -48.8% | +46.9% |
| All | +106.0% | +155.9% | -49.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling