-3.5%
LYFT vs SPG
+34.3%
-37.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.9% | +9.5% | +11.3% |
| 7D | +14.7% | +8.2% | +6.5% | +11.9% |
| 30D | +19.1% | +13.5% | +5.7% | +14.7% |
| 3M | +12.0% | +2.2% | +9.8% | +10.1% |
| 6M | +33.3% | +15.9% | +17.4% | +29.1% |
| YTD | -3.3% | +27.6% | -30.8% | -8.7% |
| 1Y | -3.5% | +30.9% | -34.4% | -7.2% |
| All | -3.5% | +34.3% | -37.8% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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