+265.6%
SYF vs LDOS
+278.0%
-12.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +2.4% | -5.4% | +7.8% | +5.4% |
| 30D | +0.8% | +4.9% | -4.0% | -2.3% |
| 3M | +13.4% | +7.2% | +6.2% | +7.6% |
| 6M | +16.3% | -24.2% | +40.6% | +33.7% |
| YTD | -3.0% | -25.8% | +22.8% | +11.3% |
| 1Y | +5.7% | -24.7% | +30.4% | +19.7% |
| 3Y | +160.1% | +39.3% | +120.8% | +89.7% |
| 5Y | +88.5% | +43.3% | +45.2% | +30.4% |
| All | +265.6% | +278.0% | -12.5% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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