-70.4%
LYFT vs SITM
+187.3%
-257.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +0.6% |
| 7D | -8.4% | +3.9% | -12.2% | -9.2% |
| 30D | -7.6% | -6.6% | -1.0% | -6.6% |
| 3M | +11.7% | -11.9% | +23.6% | +11.6% |
| 6M | +15.1% | +81.1% | -66.0% | -10.0% |
| YTD | -20.9% | +80.0% | -100.9% | -39.4% |
| 1Y | -16.4% | +145.8% | -162.2% | -43.3% |
| 3Y | +35.2% | +475.9% | -440.7% | -39.1% |
| All | -70.4% | +187.3% | -257.7% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling