-70.4%
LYFT vs SIMO
+315.3%
-385.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.3% | +0.6% |
| 7D | -8.4% | +11.0% | -19.4% | -10.4% |
| 30D | -7.6% | +17.9% | -25.5% | -11.1% |
| 3M | +11.7% | +3.9% | +7.8% | +7.5% |
| 6M | +15.1% | +131.0% | -115.9% | -14.9% |
| YTD | -20.9% | +209.3% | -230.2% | -48.7% |
| 1Y | -16.4% | +223.8% | -240.1% | -47.0% |
| 3Y | +35.2% | +479.2% | -444.0% | -34.3% |
| All | -70.4% | +315.3% | -385.8% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling