+340.9%
SYF vs LEN
+168.3%
+172.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.4% | -3.2% | +5.6% | +3.9% |
| 30D | +0.8% | -4.9% | +5.7% | +3.0% |
| 3M | +13.4% | -8.5% | +21.9% | +17.6% |
| 6M | +16.3% | -20.7% | +37.0% | +28.3% |
| YTD | -3.0% | -17.4% | +14.4% | +3.8% |
| 1Y | +5.7% | -38.2% | +44.0% | +28.8% |
| 3Y | +160.1% | -24.9% | +185.0% | +174.7% |
| 5Y | +88.5% | -11.4% | +100.0% | +77.3% |
| 10Y | +263.1% | +110.0% | +153.0% | +98.2% |
| All | +340.9% | +168.3% | +172.6% | +111.7% |
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