+186.5%
SYF vs LEN
+147.0%
+39.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +0.4% |
| 7D | -4.2% | +0.7% | -4.9% | -4.8% |
| 30D | -1.1% | +13.0% | -14.1% | -7.3% |
| 3M | -7.9% | +1.9% | -9.8% | -10.0% |
| 6M | -1.1% | -0.7% | -0.4% | -2.6% |
| YTD | -12.6% | -13.8% | +1.2% | -9.4% |
| 1Y | -2.4% | -28.1% | +25.7% | +10.0% |
| 3Y | +156.6% | -22.8% | +179.5% | +164.6% |
| 5Y | +61.9% | -7.4% | +69.2% | +46.1% |
| 10Y | +186.5% | +143.7% | +42.8% | +46.1% |
| All | +186.5% | +147.0% | +39.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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