+297.4%
SYF vs LII
+368.6%
-71.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -1.1% | -2.4% | +1.3% | -0.6% |
| 3M | -7.9% | -17.5% | +9.6% | +0.9% |
| 6M | -1.1% | -32.8% | +31.7% | +18.2% |
| YTD | -12.6% | -27.7% | +15.1% | -1.4% |
| 1Y | -2.4% | -28.1% | +25.7% | +10.3% |
| 3Y | +156.6% | -9.7% | +166.3% | +139.4% |
| 5Y | +61.9% | +19.5% | +42.4% | +22.4% |
| 10Y | +186.5% | +170.6% | +15.8% | +39.3% |
| All | +297.4% | +368.6% | -71.2% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling