-70.4%
LYFT vs SPY
+82.3%
-152.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.6% |
| 7D | -8.4% | -0.8% | -7.6% | -7.2% |
| 30D | -7.6% | -1.1% | -6.5% | -5.9% |
| 3M | +11.7% | +3.9% | +7.9% | +5.4% |
| 6M | +15.1% | +13.6% | +1.5% | -6.4% |
| YTD | -20.9% | +12.7% | -33.6% | -34.7% |
| 1Y | -16.4% | +17.5% | -33.9% | -35.3% |
| 3Y | +35.2% | +76.9% | -41.7% | -45.7% |
| All | -70.4% | +82.3% | -152.7% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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