+159.6%
SYF vs LCID
-92.2%
+251.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.7% |
| 7D | -2.0% | -10.2% | +8.2% | -1.2% |
| 30D | +1.2% | -10.2% | +11.4% | +1.7% |
| 3M | -9.4% | -54.1% | +44.7% | -2.7% |
| 6M | +4.4% | -53.8% | +58.2% | +10.1% |
| YTD | -11.9% | -72.0% | +60.1% | -2.5% |
| 1Y | -0.4% | -80.5% | +80.1% | +14.4% |
| 3Y | +159.6% | -92.6% | +252.1% | +229.6% |
| All | +159.6% | -92.2% | +251.7% | +229.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling