+340.9%
SYF vs LNT
+248.0%
+92.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +0.8% | -3.2% | +4.0% | +2.2% |
| 3M | +13.4% | -4.1% | +17.5% | +15.2% |
| 6M | +16.3% | -4.6% | +20.9% | +18.2% |
| YTD | -3.0% | +7.0% | -10.0% | -6.7% |
| 1Y | +5.7% | +8.3% | -2.6% | +0.9% |
| 3Y | +160.1% | +51.0% | +109.1% | +108.8% |
| 5Y | +88.5% | +30.2% | +58.4% | +60.2% |
| 10Y | +263.1% | +143.6% | +119.5% | +167.5% |
| All | +340.9% | +248.0% | +92.9% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling