-70.4%
LYFT vs SM
+108.4%
-178.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -8.4% | +4.6% | -12.9% | -9.1% |
| 30D | -7.6% | +18.2% | -25.8% | -10.3% |
| 3M | +11.7% | +22.5% | -10.8% | +7.0% |
| 6M | +15.1% | +50.6% | -35.5% | +4.8% |
| YTD | -20.9% | +108.1% | -129.0% | -33.0% |
| 1Y | -16.4% | +46.0% | -62.4% | -24.3% |
| 3Y | +35.2% | +2.9% | +32.3% | +26.6% |
| All | -70.4% | +108.4% | -178.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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