-80.4%
LYFT vs SBAC
+5.1%
-85.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | -8.4% | -2.1% | -6.3% | -7.7% |
| 30D | -7.6% | +2.0% | -9.6% | -8.2% |
| 3M | +11.7% | -8.3% | +20.0% | +14.4% |
| 6M | +15.1% | +0.3% | +14.8% | +12.9% |
| YTD | -20.9% | -2.2% | -18.7% | -22.2% |
| 1Y | -16.4% | -4.6% | -11.7% | -17.1% |
| 3Y | +35.2% | -8.3% | +43.5% | +33.2% |
| 5Y | -69.4% | -42.8% | -26.5% | -64.7% |
| All | -80.4% | +5.1% | -85.5% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling