+167.2%
SYF vs LNT
+50.4%
+116.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | 0.0% | -1.1% | +1.1% | +0.2% |
| 3M | +11.9% | -3.6% | +15.5% | +12.7% |
| 6M | +18.9% | -2.7% | +21.6% | +19.4% |
| YTD | -4.6% | +8.0% | -12.6% | -6.8% |
| 1Y | +6.4% | +10.5% | -4.1% | +3.1% |
| 3Y | +167.2% | +49.6% | +117.6% | +132.4% |
| All | +167.2% | +50.4% | +116.7% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling