+167.2%
SYF vs LH
+64.5%
+102.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | 0.0% | +2.0% | -2.0% | -0.9% |
| 3M | +11.9% | +24.3% | -12.3% | +1.8% |
| 6M | +18.9% | +21.1% | -2.1% | +9.3% |
| YTD | -4.6% | +30.4% | -35.0% | -15.5% |
| 1Y | +6.4% | +18.4% | -12.0% | -2.0% |
| 3Y | +167.2% | +65.5% | +101.7% | +115.4% |
| All | +167.2% | +64.5% | +102.7% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling