+66.5%
SYF vs LTH
+142.9%
-76.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -2.1% | +4.5% | -6.6% | -3.5% |
| 30D | +2.5% | +16.3% | -13.8% | -2.2% |
| 3M | -6.3% | +8.4% | -14.6% | -8.8% |
| 6M | -1.5% | +40.3% | -41.7% | -11.6% |
| YTD | -10.5% | +77.3% | -87.8% | -25.8% |
| 1Y | +1.5% | +88.0% | -86.4% | -17.4% |
| 3Y | +163.3% | +274.3% | -111.0% | +70.4% |
| All | +66.5% | +142.9% | -76.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling