+297.1%
SYF vs LH
+333.1%
-36.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.3% | +2.5% | -5.7% | -4.7% |
| 30D | -2.2% | +18.7% | -20.9% | -12.5% |
| 3M | -9.3% | +15.3% | -24.7% | -17.5% |
| 6M | +2.1% | +45.4% | -43.3% | -19.9% |
| YTD | -12.6% | +49.5% | -62.1% | -33.1% |
| 1Y | -3.4% | +41.4% | -44.8% | -23.4% |
| 3Y | +156.5% | +87.6% | +68.9% | +65.2% |
| 5Y | +59.6% | +53.8% | +5.8% | +14.5% |
| 10Y | +178.6% | +266.2% | -87.5% | +11.3% |
| All | +297.1% | +333.1% | -36.0% | +49.8% |
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 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