+4.1%
SYF vs LBRT
-25.0%
+29.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.2% | +11.0% | -0.2% |
| 7D | -0.4% | -25.3% | +24.9% | -0.3% |
| 30D | +4.4% | -32.9% | +37.3% | +4.7% |
| 3M | -4.7% | -33.3% | +28.6% | -4.4% |
| 6M | +1.9% | -61.0% | +62.9% | +2.1% |
| YTD | -8.9% | -28.0% | +19.1% | -14.0% |
| 1Y | +4.1% | -21.5% | +25.6% | -2.2% |
| All | +4.1% | -25.0% | +29.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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