+230.6%
SYF vs LCID
-95.5%
+326.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.5% |
| 7D | +2.6% | +1.8% | +0.9% | +2.4% |
| 30D | 0.0% | -34.2% | +34.3% | +4.2% |
| 3M | +11.9% | -9.1% | +21.0% | +11.1% |
| 6M | +18.9% | -52.6% | +71.5% | +25.6% |
| YTD | -4.6% | -56.2% | +51.6% | +1.2% |
| 1Y | +6.4% | -74.9% | +81.3% | +19.0% |
| 3Y | +167.2% | -92.1% | +259.2% | +218.8% |
| 5Y | +92.3% | -97.6% | +189.9% | +145.8% |
| All | +230.6% | -95.5% | +326.1% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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