+174.7%
SYF vs LPLA
+54.7%
+120.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | -3.1% | +5.5% | +3.8% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +13.4% | +23.2% | -9.8% | +2.6% |
| 6M | +16.3% | +15.5% | +0.8% | +7.8% |
| YTD | -3.0% | +0.9% | -3.9% | -4.8% |
| 1Y | +5.7% | +0.2% | +5.5% | +3.4% |
| All | +174.7% | +54.7% | +120.0% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling