+170.6%
SYF vs LSCC
+1,351.6%
-1,181.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +2.3% |
| 7D | -2.0% | +7.0% | -9.0% | -4.2% |
| 30D | +1.2% | -2.3% | +3.5% | +0.4% |
| 3M | -9.4% | -12.5% | +3.2% | -7.9% |
| 6M | +4.4% | -10.6% | +15.0% | +3.1% |
| YTD | -11.9% | +52.7% | -64.6% | -27.6% |
| 1Y | -0.4% | +74.0% | -74.4% | -21.6% |
| 3Y | +159.6% | +104.8% | +54.8% | +80.9% |
| 5Y | +60.9% | +36.2% | +24.6% | +17.9% |
| All | +170.6% | +1,351.6% | -1,181.0% | +4.5% |
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