+308.6%
SYF vs LSCC
+1,329.0%
-1,020.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | +0.9% |
| 7D | -3.8% | -4.8% | +1.1% | -3.0% |
| 30D | +2.6% | -27.1% | +29.7% | +10.2% |
| 3M | -6.5% | -23.6% | +17.1% | -1.4% |
| 6M | +0.8% | -19.8% | +20.7% | +2.8% |
| YTD | -10.1% | +33.2% | -43.3% | -21.5% |
| 1Y | +0.8% | +55.2% | -54.4% | -15.7% |
| 3Y | +158.8% | +70.1% | +88.7% | +98.8% |
| 5Y | +67.5% | +19.5% | +48.0% | +32.7% |
| 10Y | +230.0% | +1,164.9% | -934.9% | +54.7% |
| All | +308.6% | +1,329.0% | -1,020.4% | +89.9% |
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