+77.1%
SYF vs LTH
+156.3%
-79.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.1% |
| 30D | 0.0% | -3.1% | +3.1% | +0.9% |
| 3M | +11.9% | +28.1% | -16.2% | +3.8% |
| 6M | +18.9% | +67.4% | -48.5% | +1.0% |
| YTD | -4.6% | +59.8% | -64.4% | -17.8% |
| 1Y | +6.4% | +45.6% | -39.2% | -6.1% |
| 3Y | +167.2% | +162.0% | +5.2% | +93.6% |
| All | +77.1% | +156.3% | -79.2% | +25.2% |
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