+236.1%
SYF vs LCID
-95.4%
+331.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | +2.4% | -6.6% | +9.0% | +3.1% |
| 30D | +0.8% | -30.1% | +31.0% | +4.4% |
| 3M | +13.4% | -17.6% | +31.0% | +13.7% |
| 6M | +16.3% | -54.4% | +70.8% | +23.4% |
| YTD | -3.0% | -55.7% | +52.7% | +2.8% |
| 1Y | +5.7% | -71.0% | +76.8% | +16.4% |
| 3Y | +160.1% | -92.6% | +252.8% | +212.6% |
| 5Y | +88.5% | -97.6% | +186.1% | +140.9% |
| All | +236.1% | -95.4% | +331.5% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling