+206.0%
SYF vs LII
+170.7%
+35.3%
-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 | -4.3% | -1.2% | -3.1% | -3.7% |
| 30D | +1.0% | -2.0% | +3.0% | +1.3% |
| 3M | -6.4% | -20.2% | +13.8% | +4.6% |
| 6M | +1.0% | -32.5% | +33.5% | +21.0% |
| YTD | -10.7% | -27.4% | +16.6% | +0.6% |
| 1Y | +1.8% | -28.2% | +29.9% | +15.3% |
| 3Y | +165.8% | -7.2% | +173.1% | +140.8% |
| 5Y | +65.9% | +19.9% | +46.0% | +22.0% |
| 10Y | +206.0% | +168.6% | +37.3% | +45.5% |
| All | +206.0% | +170.7% | +35.3% | +45.5% |
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