+250.1%
SYF vs LNT
+148.3%
+101.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.9% | -1.0% | -3.9% | -4.4% |
| 30D | -4.3% | -4.2% | -0.1% | -2.3% |
| 3M | +5.5% | -6.7% | +12.2% | +8.9% |
| 6M | +17.5% | -3.6% | +21.1% | +18.9% |
| YTD | -7.8% | +5.9% | -13.7% | -11.3% |
| 1Y | +1.6% | +7.3% | -5.6% | -3.1% |
| 3Y | +154.8% | +46.5% | +108.3% | +101.6% |
| 5Y | +79.5% | +32.5% | +47.0% | +47.2% |
| All | +250.1% | +148.3% | +101.8% | +165.2% |
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