+306.8%
SYF vs LII
+360.5%
-53.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.6% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +2.5% | -4.6% | +7.1% | +4.3% |
| 3M | -6.3% | -21.2% | +15.0% | +5.1% |
| 6M | -1.5% | -36.4% | +35.0% | +21.4% |
| YTD | -10.5% | -28.9% | +18.4% | +1.9% |
| 1Y | +1.5% | -29.5% | +31.0% | +15.9% |
| 3Y | +163.3% | -8.6% | +171.8% | +143.3% |
| 5Y | +66.8% | +20.2% | +46.5% | +25.3% |
| 10Y | +228.5% | +166.2% | +62.3% | +61.0% |
| All | +306.8% | +360.5% | -53.7% | +74.7% |
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