+180.0%
SYF vs LH
+263.2%
-83.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -3.6% | +1.2% | -4.8% | -4.3% |
| 30D | -1.7% | +18.0% | -19.7% | -12.3% |
| 3M | -7.8% | +15.7% | -23.5% | -16.8% |
| 6M | +3.4% | +46.6% | -43.3% | -20.5% |
| YTD | -12.2% | +49.5% | -61.7% | -33.9% |
| 1Y | -1.6% | +40.2% | -41.8% | -22.6% |
| 3Y | +157.8% | +87.6% | +70.2% | +60.7% |
| 5Y | +61.9% | +59.3% | +2.6% | +10.3% |
| 10Y | +180.0% | +266.1% | -86.0% | +4.8% |
| All | +180.0% | +263.2% | -83.2% | +4.8% |
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