+206.0%
SYF vs LSCC
+1,398.6%
-1,192.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.2% | -3.0% |
| 7D | -4.3% | +19.3% | -23.6% | -9.4% |
| 30D | +1.0% | -9.6% | +10.7% | +2.7% |
| 3M | -6.4% | -12.4% | +6.0% | -4.7% |
| 6M | +1.0% | -10.5% | +11.5% | -0.1% |
| YTD | -10.7% | +54.8% | -65.5% | -26.8% |
| 1Y | +1.8% | +79.4% | -77.6% | -20.4% |
| 3Y | +165.8% | +109.6% | +56.3% | +84.4% |
| 5Y | +65.9% | +40.4% | +25.6% | +20.9% |
| 10Y | +206.0% | +1,379.1% | -1,173.1% | +20.3% |
| All | +206.0% | +1,398.6% | -1,192.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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