+127.5%
SYF vs LBRT
-16.2%
+143.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -2.7% |
| 7D | -4.7% | -11.9% | +7.2% | -2.2% |
| 30D | +0.6% | -31.9% | +32.5% | +9.4% |
| 3M | -6.8% | -34.9% | +28.0% | +2.0% |
| 6M | +0.5% | -60.7% | +61.2% | +23.1% |
| YTD | -11.1% | -29.2% | +18.1% | -9.3% |
| 1Y | +1.3% | -23.6% | +24.9% | +0.8% |
| 3Y | +164.6% | -26.8% | +191.5% | +152.1% |
| 5Y | +65.2% | +16.3% | +48.8% | +29.5% |
| All | +127.5% | -16.2% | +143.6% | +25.1% |
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