-78.3%
LYFT vs SW
+116.5%
-194.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.1% | +2.2% | -0.1% | +1.7% |
| 30D | +4.9% | +7.4% | -2.5% | +3.5% |
| 3M | -1.4% | -5.9% | +4.5% | -0.1% |
| 6M | +18.6% | +9.0% | +9.6% | +16.3% |
| YTD | -12.1% | +18.1% | -30.3% | -16.4% |
| 1Y | -28.2% | +28.7% | -56.9% | -33.1% |
| 3Y | +65.9% | +48.8% | +17.1% | +50.0% |
| 5Y | -68.8% | +2.5% | -71.3% | -71.4% |
| All | -78.3% | +116.5% | -194.7% | -81.4% |
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