+164.4%
SYF vs LSCC
+69.3%
+95.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | +0.7% |
| 7D | -3.8% | -4.8% | +1.1% | -3.0% |
| 30D | +2.6% | -27.1% | +29.7% | +9.7% |
| 3M | -6.5% | -23.6% | +17.1% | -1.8% |
| 6M | +0.8% | -19.8% | +20.7% | +2.2% |
| YTD | -10.1% | +33.2% | -43.3% | -22.9% |
| 1Y | +0.8% | +55.2% | -54.4% | -17.7% |
| All | +164.4% | +69.3% | +95.1% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling