+299.1%
SYF vs LEN
+179.0%
+120.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -3.6% | -6.4% | +2.8% | -0.8% |
| 30D | -1.7% | +15.6% | -17.4% | -8.7% |
| 3M | -7.8% | -0.8% | -7.0% | -8.8% |
| 6M | +3.4% | +0.4% | +3.0% | +1.4% |
| YTD | -12.2% | -14.1% | +1.9% | -8.9% |
| 1Y | -1.6% | -29.6% | +28.1% | +11.8% |
| 3Y | +157.8% | -23.1% | +180.9% | +166.9% |
| 5Y | +61.9% | -8.9% | +70.8% | +48.6% |
| 10Y | +180.0% | +146.2% | +33.8% | +41.7% |
| All | +299.1% | +179.0% | +120.2% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling