+123.7%
SYF vs LBRT
-19.0%
+142.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.2% |
| 7D | -4.2% | -15.7% | +11.5% | -0.6% |
| 30D | -1.1% | -34.3% | +33.2% | +8.6% |
| 3M | -7.9% | -40.6% | +32.7% | +3.3% |
| 6M | -1.1% | -62.0% | +60.9% | +22.1% |
| YTD | -12.6% | -31.6% | +19.0% | -10.0% |
| 1Y | -2.4% | -25.8% | +23.4% | -2.2% |
| 3Y | +156.6% | -30.4% | +187.0% | +147.6% |
| 5Y | +61.9% | +18.7% | +43.2% | +26.2% |
| All | +123.7% | -19.0% | +142.8% | +24.1% |
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