+313.9%
SYF vs LDOS
+521.8%
-207.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -0.4% | -2.8% | +2.4% | +0.8% |
| 30D | +4.4% | +13.6% | -9.2% | -2.2% |
| 3M | -4.7% | +4.2% | -8.9% | -7.5% |
| 6M | +1.9% | -8.2% | +10.1% | +4.4% |
| YTD | -8.9% | -24.1% | +15.1% | +1.5% |
| 1Y | +4.1% | -31.2% | +35.3% | +22.1% |
| 3Y | +162.2% | +35.0% | +127.2% | +105.1% |
| 5Y | +73.9% | +52.6% | +21.3% | +23.6% |
| 10Y | +234.2% | +261.9% | -27.6% | +79.3% |
| All | +313.9% | +521.8% | -207.9% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling