+156.6%
SYF vs LH
+86.6%
+70.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -4.2% | +4.8% | -9.0% | -6.2% |
| 30D | -1.1% | +18.8% | -19.9% | -8.5% |
| 3M | -7.9% | +15.7% | -23.6% | -13.8% |
| 6M | -1.1% | +46.7% | -47.8% | -16.8% |
| YTD | -12.6% | +48.9% | -61.5% | -27.4% |
| 1Y | -2.4% | +43.5% | -45.8% | -17.5% |
| 3Y | +156.6% | +86.9% | +69.7% | +90.7% |
| All | +156.6% | +86.6% | +70.0% | +90.7% |
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