+340.9%
SYF vs LH
+280.3%
+60.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | +2.4% | -2.5% | +4.8% | +4.0% |
| 30D | +0.8% | +4.3% | -3.5% | -1.9% |
| 3M | +13.4% | +25.5% | -12.1% | -1.9% |
| 6M | +16.3% | +17.0% | -0.6% | +5.0% |
| YTD | -3.0% | +31.3% | -34.3% | -19.0% |
| 1Y | +5.7% | +20.0% | -14.3% | -7.2% |
| 3Y | +160.1% | +63.9% | +96.2% | +82.7% |
| 5Y | +88.5% | +30.9% | +57.7% | +50.0% |
| 10Y | +263.1% | +191.4% | +71.7% | +63.3% |
| All | +340.9% | +280.3% | +60.6% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling