+247.6%
SYF vs LNT
+148.3%
+99.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | -5.5% | -1.1% | -4.4% | -5.0% |
| 30D | -3.9% | -1.9% | -1.9% | -3.0% |
| 3M | +8.9% | -7.2% | +16.1% | +12.7% |
| 6M | +16.2% | -3.9% | +20.1% | +17.8% |
| YTD | -8.4% | +5.9% | -14.3% | -11.9% |
| 1Y | +2.6% | +8.4% | -5.7% | -2.7% |
| 3Y | +156.4% | +46.6% | +109.8% | +102.7% |
| 5Y | +78.2% | +32.4% | +45.7% | +46.2% |
| All | +247.6% | +148.3% | +99.3% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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