+167.1%
SYF vs LTH
+152.2%
+14.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | +0.8% | -4.6% | +5.4% | +2.1% |
| 3M | +13.4% | +32.8% | -19.4% | +4.5% |
| 6M | +16.3% | +64.6% | -48.3% | +0.2% |
| YTD | -3.0% | +62.6% | -65.7% | -16.2% |
| 1Y | +5.7% | +49.9% | -44.2% | -6.8% |
| All | +167.1% | +152.2% | +14.9% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling