-70.4%
LYFT vs SPG
+106.0%
-176.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -8.4% | -1.2% | -7.2% | -7.4% |
| 30D | -7.6% | -6.1% | -1.5% | -2.6% |
| 3M | +11.7% | -3.6% | +15.4% | +14.9% |
| 6M | +15.1% | +10.4% | +4.7% | +4.3% |
| YTD | -20.9% | +14.4% | -35.3% | -30.7% |
| 1Y | -16.4% | +16.5% | -32.9% | -28.4% |
| 3Y | +35.2% | +106.8% | -71.6% | -31.3% |
| All | -70.4% | +106.0% | -176.5% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling