+130.1%
SYF vs LBRT
-26.4%
+156.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | +2.2% |
| 7D | -3.8% | -34.8% | +31.0% | +6.4% |
| 30D | +2.6% | -43.6% | +46.2% | +17.3% |
| 3M | -6.5% | -41.2% | +34.7% | +5.1% |
| 6M | +0.8% | -66.1% | +66.9% | +28.3% |
| YTD | -10.1% | -37.9% | +27.8% | -5.0% |
| 1Y | +0.8% | -33.9% | +34.7% | +4.2% |
| 3Y | +158.8% | -40.9% | +199.7% | +160.9% |
| 5Y | +67.5% | +2.1% | +65.4% | +36.0% |
| All | +130.1% | -26.4% | +156.5% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling