-78.3%
LYFT vs SW
+108.8%
-187.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | +3.0% | +5.0% | -2.0% | +2.1% |
| 3M | -0.9% | -13.7% | +12.8% | +2.2% |
| 6M | +24.1% | +8.0% | +16.1% | +21.9% |
| YTD | -12.3% | +14.0% | -26.3% | -16.0% |
| 1Y | -28.7% | +25.6% | -54.3% | -33.2% |
| 3Y | +73.8% | +40.1% | +33.7% | +59.0% |
| 5Y | -67.9% | -2.6% | -65.3% | -70.4% |
| All | -78.3% | +108.8% | -187.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling