-70.4%
LYFT vs SPMO
+149.5%
-219.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.5% |
| 7D | -8.4% | -0.9% | -7.4% | -7.6% |
| 30D | -7.6% | -1.9% | -5.7% | -6.2% |
| 3M | +11.7% | -1.4% | +13.1% | +10.1% |
| 6M | +15.1% | +25.5% | -10.4% | -15.4% |
| YTD | -20.9% | +24.8% | -45.7% | -41.3% |
| 1Y | -16.4% | +24.5% | -40.9% | -37.8% |
| 3Y | +35.2% | +157.1% | -121.9% | -57.7% |
| All | -70.4% | +149.5% | -219.9% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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