+66.5%
SYF vs LSCC
+26.3%
+40.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -2.3% |
| 7D | -2.1% | +13.0% | -15.1% | -5.6% |
| 30D | +2.5% | -19.8% | +22.3% | +7.6% |
| 3M | -6.3% | -18.4% | +12.1% | -2.7% |
| 6M | -1.5% | -16.1% | +14.7% | -0.9% |
| YTD | -10.5% | +42.7% | -53.2% | -24.8% |
| 1Y | +1.5% | +68.0% | -66.5% | -19.2% |
| 3Y | +163.3% | +85.8% | +77.4% | +87.4% |
| All | +66.5% | +26.3% | +40.2% | +17.4% |
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