+218.5%
SYF vs LSCC
+1,244.7%
-1,026.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -2.4% |
| 7D | -2.1% | +13.0% | -15.1% | -5.8% |
| 30D | +2.5% | -19.8% | +22.3% | +7.8% |
| 3M | -6.3% | -18.4% | +12.1% | -2.5% |
| 6M | -1.5% | -16.1% | +14.7% | -0.8% |
| YTD | -10.5% | +42.7% | -53.2% | -24.8% |
| 1Y | +1.5% | +68.0% | -66.5% | -19.1% |
| 3Y | +163.3% | +85.8% | +77.4% | +89.3% |
| 5Y | +66.8% | +28.0% | +38.7% | +24.8% |
| All | +218.5% | +1,244.7% | -1,026.2% | +29.3% |
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