+297.3%
SYF vs LPLA
+648.2%
-350.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -4.2% | +3.6% | -7.8% | -6.0% |
| 30D | -1.1% | -6.8% | +5.7% | +1.2% |
| 3M | -7.9% | -17.0% | +9.1% | -0.5% |
| 6M | -1.1% | +1.8% | -2.9% | -4.4% |
| YTD | -12.6% | -13.4% | +0.8% | -9.4% |
| 1Y | -2.4% | -17.5% | +15.1% | +3.7% |
| 3Y | +156.6% | +36.5% | +120.2% | +105.3% |
| 5Y | +61.9% | +92.6% | -30.8% | +3.9% |
| 10Y | +186.5% | +809.2% | -622.7% | +3.3% |
| All | +297.3% | +648.2% | -350.9% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling