+148.3%
SYF vs LBRT
+33.5%
+114.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +2.4% | +8.3% | -5.9% | +0.3% |
| 30D | +0.8% | +6.1% | -5.3% | -1.0% |
| 3M | +13.4% | -34.8% | +48.2% | +24.2% |
| 6M | +16.3% | -24.8% | +41.2% | +21.1% |
| YTD | -3.0% | +12.2% | -15.2% | -10.5% |
| 1Y | +5.7% | +94.0% | -88.3% | -18.5% |
| 3Y | +160.1% | +31.3% | +128.8% | +115.1% |
| 5Y | +88.5% | +111.8% | -23.3% | +27.4% |
| All | +148.3% | +33.5% | +114.8% | +23.3% |
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