-80.4%
LYFT vs SPMO
+311.3%
-391.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 6M | +15.1% | +25.5% | -10.4% | -13.7% |
| YTD | -20.9% | +24.8% | -45.7% | -40.2% |
| 1Y | -16.4% | +24.5% | -40.9% | -36.6% |
| 3Y | +35.2% | +157.1% | -121.9% | -52.4% |
| 5Y | -69.4% | +149.5% | -218.9% | -88.9% |
| All | -80.4% | +311.3% | -391.8% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling