+35.2%
LYFT vs SGI
+51.7%
-16.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | -8.4% | -4.5% | -3.9% | -5.9% |
| 30D | -7.6% | +4.2% | -11.8% | -9.9% |
| 3M | +11.7% | -7.4% | +19.2% | +16.0% |
| 6M | +15.1% | -15.1% | +30.2% | +23.3% |
| YTD | -20.9% | -24.7% | +3.8% | -8.5% |
| 1Y | -16.4% | -21.8% | +5.4% | -6.4% |
| 3Y | +35.2% | +50.0% | -14.8% | -9.9% |
| All | +35.2% | +51.7% | -16.5% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling