+262.7%
SYF vs LPLA
+1,198.0%
-935.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -1.3% | -1.5% | +0.2% | -0.4% |
| 30D | -1.1% | -6.0% | +4.9% | +2.4% |
| 3M | +7.4% | +21.4% | -14.0% | -5.0% |
| 6M | +16.2% | +12.1% | +4.1% | +6.8% |
| YTD | -6.1% | -1.8% | -4.3% | -7.5% |
| 1Y | +3.4% | +3.2% | +0.2% | -2.2% |
| 3Y | +162.9% | +45.9% | +116.9% | +94.1% |
| 5Y | +85.6% | +144.7% | -59.1% | -9.3% |
| 10Y | +262.7% | +1,222.4% | -959.7% | -19.7% |
| All | +262.7% | +1,198.0% | -935.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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