+92.3%
SYF vs LEN
-12.1%
+104.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | 0.0% |
| 7D | +2.6% | -2.9% | +5.5% | +3.9% |
| 30D | 0.0% | -8.9% | +8.9% | +3.8% |
| 3M | +11.9% | -10.9% | +22.8% | +16.9% |
| 6M | +18.9% | -19.7% | +38.6% | +29.1% |
| YTD | -4.6% | -20.6% | +16.0% | +2.9% |
| 1Y | +6.4% | -42.4% | +48.8% | +31.4% |
| 3Y | +167.2% | -26.5% | +193.7% | +174.1% |
| 5Y | +92.3% | -10.9% | +103.3% | +64.9% |
| All | +92.3% | -12.1% | +104.4% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling