+262.7%
SYF vs LEN
+103.7%
+159.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -1.3% | -3.4% | +2.0% | +0.3% |
| 30D | -1.1% | -5.7% | +4.6% | +1.5% |
| 3M | +7.4% | -12.2% | +19.6% | +13.7% |
| 6M | +16.2% | -18.3% | +34.5% | +26.6% |
| YTD | -6.1% | -20.2% | +14.1% | +2.2% |
| 1Y | +3.4% | -40.1% | +43.4% | +28.4% |
| 3Y | +162.9% | -26.2% | +189.0% | +179.2% |
| 5Y | +85.6% | -9.8% | +95.4% | +71.3% |
| 10Y | +262.7% | +109.1% | +153.6% | +96.3% |
| All | +262.7% | +103.7% | +159.0% | +96.3% |
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