+164.4%
SYF vs LDOS
+35.4%
+129.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -3.8% | -3.7% | -0.1% | -2.9% |
| 30D | +2.6% | +16.4% | -13.7% | -1.4% |
| 3M | -6.5% | +7.4% | -13.9% | -8.7% |
| 6M | +0.8% | -0.3% | +1.2% | +0.8% |
| YTD | -10.1% | -24.0% | +13.9% | -2.8% |
| 1Y | +0.8% | -29.6% | +30.4% | +11.9% |
| All | +164.4% | +35.4% | +129.1% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling