+91.3%
SYF vs LDOS
+43.9%
+47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.4% | -5.4% | +7.8% | +4.3% |
| 30D | +0.8% | +4.9% | -4.0% | -1.1% |
| 3M | +13.4% | +7.2% | +6.2% | +10.0% |
| 6M | +16.3% | -24.2% | +40.6% | +28.2% |
| YTD | -3.0% | -25.8% | +22.8% | +7.0% |
| 1Y | +5.7% | -24.7% | +30.4% | +15.6% |
| 3Y | +160.1% | +39.3% | +120.8% | +110.3% |
| All | +91.3% | +43.9% | +47.4% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling