-6.7%
LYFT vs SITM
+44.3%
-51.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -9.4% | +21.8% | +12.5% |
| 7D | +14.7% | -19.5% | +34.2% | +15.1% |
| 30D | +19.1% | -43.2% | +62.3% | +21.0% |
| 3M | +12.0% | -30.8% | +42.8% | +12.6% |
| 6M | +33.3% | -28.6% | +61.9% | +30.9% |
| YTD | -3.3% | +14.2% | -17.4% | -12.8% |
| All | -6.7% | +44.3% | -51.0% | -20.8% |
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