+204.6%
SYF vs LII
+170.7%
+33.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.9% |
| 7D | -4.7% | -1.2% | -3.5% | -4.2% |
| 30D | +0.6% | -2.0% | +2.5% | +0.8% |
| 3M | -6.8% | -20.2% | +13.4% | +4.1% |
| 6M | +0.5% | -32.5% | +33.1% | +20.5% |
| YTD | -11.1% | -27.4% | +16.2% | +0.2% |
| 1Y | +1.3% | -28.2% | +29.5% | +14.7% |
| 3Y | +164.6% | -7.2% | +171.9% | +139.7% |
| 5Y | +65.2% | +19.9% | +45.3% | +21.5% |
| 10Y | +204.6% | +168.6% | +36.0% | +44.8% |
| All | +204.6% | +170.7% | +33.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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