+165.8%
SYF vs LSCC
+104.5%
+61.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.2% | -2.6% |
| 7D | -4.3% | +19.3% | -23.6% | -8.4% |
| 30D | +1.0% | -9.6% | +10.7% | +2.6% |
| 3M | -6.4% | -12.4% | +6.0% | -4.7% |
| 6M | +1.0% | -10.5% | +11.5% | 0.0% |
| YTD | -10.7% | +54.8% | -65.5% | -26.1% |
| 1Y | +1.8% | +79.4% | -77.6% | -19.7% |
| 3Y | +165.8% | +109.6% | +56.3% | +86.6% |
| All | +165.8% | +104.5% | +61.3% | +86.6% |
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