-80.4%
LYFT vs SPYG
+247.0%
-327.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.0% |
| 7D | -8.4% | -0.9% | -7.5% | -7.3% |
| 30D | -7.6% | -1.5% | -6.1% | -5.9% |
| 3M | +11.7% | +3.7% | +8.0% | +6.4% |
| 6M | +15.1% | +16.4% | -1.3% | -5.7% |
| YTD | -20.9% | +13.3% | -34.2% | -32.9% |
| 1Y | -16.4% | +17.9% | -34.2% | -32.5% |
| 3Y | +35.2% | +98.3% | -63.1% | -43.5% |
| 5Y | -69.4% | +86.4% | -155.8% | -86.0% |
| All | -80.4% | +247.0% | -327.4% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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