+35.2%
LYFT vs SAN
+352.3%
-317.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | -7.6% | +0.9% | -8.5% | -7.9% |
| 3M | +11.7% | +19.1% | -7.4% | +3.6% |
| 6M | +15.1% | +33.2% | -18.1% | +0.8% |
| YTD | -20.9% | +29.1% | -50.0% | -29.9% |
| 1Y | -16.4% | +50.2% | -66.6% | -30.9% |
| 3Y | +35.2% | +351.0% | -315.8% | -36.5% |
| All | +35.2% | +352.3% | -317.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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