-70.4%
LYFT vs SNY
+9.4%
-79.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -8.4% | -3.3% | -5.1% | -7.7% |
| 30D | -7.6% | -2.2% | -5.4% | -7.2% |
| 3M | +11.7% | -3.0% | +14.8% | +12.4% |
| 6M | +15.1% | +2.7% | +12.4% | +14.4% |
| YTD | -20.9% | -6.8% | -14.1% | -20.0% |
| 1Y | -16.4% | -5.3% | -11.1% | -15.7% |
| 3Y | +35.2% | -9.8% | +45.0% | +35.5% |
| All | -70.4% | +9.4% | -79.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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