-80.4%
LYFT vs SFM
+235.0%
-315.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -8.4% | -10.6% | +2.2% | -7.4% |
| 30D | -7.6% | -15.5% | +7.9% | -6.2% |
| 3M | +11.7% | -17.4% | +29.2% | +13.5% |
| 6M | +15.1% | -3.4% | +18.5% | +14.7% |
| YTD | -20.9% | -8.7% | -12.2% | -20.8% |
| 1Y | -16.4% | -47.2% | +30.8% | -11.4% |
| 3Y | +35.2% | +82.7% | -47.5% | +28.8% |
| 5Y | -69.4% | +214.3% | -283.7% | -72.1% |
| All | -80.4% | +235.0% | -315.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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