+169.7%
SYF vs LNT
+187.6%
-17.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -1.7% | +11.6% | -13.3% | -7.1% |
| 3M | -7.8% | +8.2% | -16.0% | -11.5% |
| 6M | +3.4% | +3.1% | +0.2% | +1.3% |
| YTD | -12.2% | +16.8% | -29.0% | -19.8% |
| 1Y | -1.6% | +11.6% | -13.2% | -8.1% |
| 3Y | +157.8% | +67.4% | +90.4% | +88.5% |
| 5Y | +61.9% | +56.8% | +5.1% | +19.8% |
| All | +169.7% | +187.6% | -17.9% | +95.1% |
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