-0.4%
LYFT vs SITM
+174.8%
-175.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.8% | -3.6% |
| 7D | -5.5% | +9.7% | -15.3% | -6.0% |
| 30D | +1.5% | +12.7% | -11.2% | +0.4% |
| 3M | +18.4% | -13.4% | +31.8% | +18.9% |
| 6M | +20.8% | +59.6% | -38.8% | +10.1% |
| YTD | -13.7% | +73.3% | -87.0% | -23.1% |
| 1Y | -0.4% | +165.5% | -166.0% | -10.5% |
| All | -0.4% | +174.8% | -175.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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