+170.6%
SYF vs LNT
+186.9%
-16.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.0% | +1.0% | -3.1% | -2.5% |
| 30D | +1.2% | +9.6% | -8.4% | -3.4% |
| 3M | -9.4% | +5.4% | -14.8% | -11.9% |
| 6M | +4.4% | +3.1% | +1.3% | +2.3% |
| YTD | -11.9% | +16.5% | -28.4% | -19.5% |
| 1Y | -0.4% | +12.3% | -12.7% | -7.3% |
| 3Y | +159.6% | +70.3% | +89.3% | +87.9% |
| 5Y | +60.9% | +56.4% | +4.5% | +19.1% |
| All | +170.6% | +186.9% | -16.3% | +95.9% |
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