+35.2%
LYFT vs SEI
+594.6%
-559.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.5% |
| 7D | -8.4% | +22.6% | -31.0% | -10.3% |
| 30D | -7.6% | +9.1% | -16.7% | -8.7% |
| 3M | +11.7% | -11.3% | +23.1% | +12.1% |
| 6M | +15.1% | +22.0% | -6.9% | +10.5% |
| YTD | -20.9% | +47.3% | -68.2% | -26.2% |
| 1Y | -16.4% | +124.8% | -141.1% | -26.1% |
| 3Y | +35.2% | +591.3% | -556.1% | -6.1% |
| All | +35.2% | +594.6% | -559.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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