+35.2%
LYFT vs SIMO
+482.9%
-447.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.3% | +1.1% |
| 7D | -8.4% | +11.0% | -19.4% | -9.6% |
| 30D | -7.6% | +17.9% | -25.5% | -9.8% |
| 3M | +11.7% | +3.9% | +7.8% | +9.2% |
| 6M | +15.1% | +131.0% | -115.9% | -8.1% |
| YTD | -20.9% | +209.3% | -230.2% | -44.3% |
| 1Y | -16.4% | +223.8% | -240.1% | -42.6% |
| 3Y | +35.2% | +479.2% | -444.0% | -38.3% |
| All | +35.2% | +482.9% | -447.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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