+125.5%
SYF vs LBRT
-15.3%
+140.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -2.0% | +9.2% | -11.2% | -4.3% |
| 30D | +1.2% | -27.5% | +28.7% | +8.3% |
| 3M | -9.4% | -37.9% | +28.5% | +0.5% |
| 6M | +4.4% | -60.7% | +65.1% | +27.9% |
| YTD | -11.9% | -28.5% | +16.6% | -10.4% |
| 1Y | -0.4% | -13.2% | +12.8% | -4.3% |
| 3Y | +159.6% | -28.8% | +188.3% | +149.1% |
| 5Y | +60.9% | +28.0% | +32.9% | +22.9% |
| All | +125.5% | -15.3% | +140.8% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling