+91.3%
SYF vs LSCC
+82.7%
+8.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | +0.8% | -9.7% | +10.5% | +3.5% |
| 3M | +13.4% | -23.7% | +37.1% | +20.0% |
| 6M | +16.3% | +26.5% | -10.1% | +4.7% |
| YTD | -3.0% | +57.5% | -60.5% | -19.3% |
| 1Y | +5.7% | +75.7% | -70.0% | -15.9% |
| 3Y | +160.1% | +19.5% | +140.6% | +116.2% |
| All | +91.3% | +82.7% | +8.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling