-11.2%
LYFT vs SGI
-14.0%
+2.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -3.6% |
| 7D | +8.7% | +5.3% | +3.4% | +6.7% |
| 30D | +13.2% | +8.2% | +5.0% | +9.9% |
| 3M | +8.3% | -2.2% | +10.5% | +8.7% |
| 6M | +26.6% | -8.4% | +35.0% | +29.2% |
| YTD | -7.9% | -23.4% | +15.5% | +2.6% |
| 1Y | -11.2% | -14.0% | +2.8% | -8.0% |
| All | -11.2% | -14.0% | +2.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling