-70.4%
LYFT vs SPXS
-86.0%
+15.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +0.7% |
| 7D | -8.4% | +2.5% | -10.9% | -7.0% |
| 30D | -7.6% | +4.2% | -11.8% | -5.2% |
| 3M | +11.7% | -9.3% | +21.1% | +7.5% |
| 6M | +15.1% | -30.7% | +45.8% | -2.9% |
| YTD | -20.9% | -28.1% | +7.1% | -31.1% |
| 1Y | -16.4% | -35.1% | +18.7% | -30.1% |
| 3Y | +35.2% | -79.6% | +114.8% | -27.7% |
| All | -70.4% | -86.0% | +15.5% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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