+6.4%
SYF vs LTH
+46.4%
-40.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | 0.0% | -3.1% | +3.1% | +0.8% |
| 3M | +11.9% | +28.1% | -16.2% | +4.2% |
| 6M | +18.9% | +67.4% | -48.5% | +1.1% |
| YTD | -4.6% | +59.8% | -64.4% | -17.1% |
| 1Y | +6.4% | +45.6% | -39.2% | -6.1% |
| All | +6.4% | +46.4% | -40.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling