+202.7%
SYF vs LCID
-96.8%
+299.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.6% |
| 7D | -3.3% | +9.2% | -12.5% | -4.3% |
| 30D | -2.2% | -3.0% | +0.8% | -2.4% |
| 3M | -9.3% | -50.2% | +40.9% | -3.5% |
| 6M | +2.1% | -45.8% | +47.9% | +5.9% |
| YTD | -12.6% | -69.2% | +56.6% | -4.6% |
| 1Y | -3.4% | -80.4% | +76.9% | +10.2% |
| 3Y | +156.5% | -91.4% | +247.9% | +202.4% |
| 5Y | +59.6% | -99.3% | +158.8% | +117.9% |
| All | +202.7% | -96.8% | +299.5% | +316.2% |
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