-80.4%
LYFT vs SRE
+68.8%
-149.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -8.4% | -0.8% | -7.5% | -8.0% |
| 30D | -7.6% | -3.0% | -4.6% | -6.4% |
| 3M | +11.7% | -8.3% | +20.1% | +16.0% |
| 6M | +15.1% | -8.9% | +24.0% | +18.9% |
| YTD | -20.9% | -4.3% | -16.6% | -20.9% |
| 1Y | -16.4% | +2.7% | -19.1% | -19.9% |
| 3Y | +35.2% | +28.7% | +6.5% | +8.3% |
| 5Y | -69.4% | +47.1% | -116.5% | -79.3% |
| All | -80.4% | +68.8% | -149.2% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling