+165.8%
SYF vs LBRT
-28.3%
+194.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -2.2% |
| 7D | -4.3% | -11.9% | +7.7% | -2.3% |
| 30D | +1.0% | -31.9% | +33.0% | +8.0% |
| 3M | -6.4% | -34.9% | +28.5% | +0.5% |
| 6M | +1.0% | -60.7% | +61.7% | +19.7% |
| YTD | -10.7% | -29.2% | +18.5% | -12.0% |
| 1Y | +1.8% | -23.6% | +25.4% | -2.4% |
| 3Y | +165.8% | -26.8% | +192.7% | +149.1% |
| All | +165.8% | -28.3% | +194.1% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling