+170.6%
SYF vs LH
+261.9%
-91.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.7% |
| 30D | +1.2% | +16.7% | -15.5% | -9.0% |
| 3M | -9.4% | +15.1% | -24.5% | -17.9% |
| 6M | +4.4% | +46.3% | -41.9% | -19.6% |
| YTD | -11.9% | +48.8% | -60.7% | -33.5% |
| 1Y | -0.4% | +39.7% | -40.1% | -21.5% |
| 3Y | +159.6% | +87.0% | +72.5% | +62.2% |
| 5Y | +60.9% | +53.0% | +7.9% | +13.1% |
| All | +170.6% | +261.9% | -91.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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