+159.6%
SYF vs LII
-8.2%
+167.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.0% | +2.9% | -5.0% | -3.0% |
| 30D | +1.2% | +0.9% | +0.3% | +0.4% |
| 3M | -9.4% | -15.5% | +6.2% | -4.3% |
| 6M | +4.4% | -30.2% | +34.6% | +16.5% |
| YTD | -11.9% | -26.8% | +14.9% | -4.8% |
| 1Y | -0.4% | -25.3% | +24.9% | +6.7% |
| 3Y | +159.6% | -7.8% | +167.3% | +158.2% |
| All | +159.6% | -8.2% | +167.7% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling