-70.4%
LYFT vs SRE
+45.6%
-116.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -8.4% | -0.8% | -7.5% | -8.2% |
| 30D | -7.6% | -3.0% | -4.6% | -7.1% |
| 3M | +11.7% | -8.3% | +20.1% | +13.4% |
| 6M | +15.1% | -8.9% | +24.0% | +16.6% |
| YTD | -20.9% | -4.3% | -16.6% | -21.0% |
| 1Y | -16.4% | +2.7% | -19.1% | -18.1% |
| 3Y | +35.2% | +28.7% | +6.5% | +23.4% |
| All | -70.4% | +45.6% | -116.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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