+250.1%
SYF vs LUMN
-55.8%
+305.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -4.9% | +2.5% | -7.4% | -5.3% |
| 30D | -4.3% | +10.3% | -14.6% | -5.9% |
| 3M | +5.5% | -18.3% | +23.8% | +8.2% |
| 6M | +17.5% | +4.4% | +13.1% | +15.0% |
| YTD | -7.8% | -10.7% | +2.9% | -9.0% |
| 1Y | +1.6% | +14.0% | -12.3% | -5.5% |
| 3Y | +154.8% | +406.6% | -251.8% | +46.9% |
| 5Y | +79.5% | -36.8% | +116.3% | +81.5% |
| All | +250.1% | -55.8% | +305.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling