+340.9%
SYF vs LSCC
+1,589.5%
-1,248.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | +0.8% | -9.7% | +10.5% | +3.3% |
| 3M | +13.4% | -23.7% | +37.1% | +19.6% |
| 6M | +16.3% | +26.5% | -10.1% | +5.9% |
| YTD | -3.0% | +57.5% | -60.5% | -17.7% |
| 1Y | +5.7% | +75.7% | -70.0% | -13.6% |
| 3Y | +160.1% | +19.5% | +140.6% | +121.1% |
| 5Y | +88.5% | +83.8% | +4.7% | +35.8% |
| 10Y | +263.1% | +1,772.4% | -1,509.3% | +60.3% |
| All | +340.9% | +1,589.5% | -1,248.6% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling