-80.4%
LYFT vs SMTC
+228.2%
-308.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.4% |
| 7D | -8.4% | +13.1% | -21.5% | -12.2% |
| 30D | -7.6% | +19.5% | -27.1% | -14.4% |
| 3M | +11.7% | +2.2% | +9.5% | +5.3% |
| 6M | +15.1% | +94.9% | -79.8% | -17.7% |
| YTD | -20.9% | +127.0% | -147.9% | -47.1% |
| 1Y | -16.4% | +174.6% | -190.9% | -48.8% |
| 3Y | +35.2% | +615.9% | -580.7% | -59.1% |
| 5Y | -69.4% | +125.6% | -195.0% | -83.7% |
| All | -80.4% | +228.2% | -308.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 all: compounded portfolio wealth divided by compounded SMTC 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…
all analysis · Full analysis span regression · 6 months rolling