+66.5%
SYF vs LDOS
+49.1%
+17.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -2.1% | -7.2% | +5.1% | +0.3% |
| 30D | +2.5% | +16.8% | -14.3% | -2.8% |
| 3M | -6.3% | -1.6% | -4.7% | -6.2% |
| 6M | -1.5% | -1.0% | -0.5% | -1.8% |
| YTD | -10.5% | -25.8% | +15.3% | -1.5% |
| 1Y | +1.5% | -31.1% | +32.6% | +15.1% |
| 3Y | +163.3% | +32.8% | +130.5% | +116.0% |
| All | +66.5% | +49.1% | +17.4% | +31.3% |
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