-1.6%
SYF vs LSCC
+83.9%
-85.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -9.9% | -0.5% |
| 7D | -3.6% | +14.5% | -18.0% | -4.9% |
| 30D | -1.7% | -0.1% | -1.7% | -1.8% |
| 3M | -7.8% | -2.7% | -5.1% | -7.8% |
| 6M | +3.4% | -4.8% | +8.2% | +1.9% |
| YTD | -12.2% | +66.9% | -79.1% | -24.3% |
| 1Y | -1.6% | +85.8% | -87.4% | -17.7% |
| All | -1.6% | +83.9% | -85.5% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling