-18.0%
LYFT vs SWK
+20.3%
-38.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.6% |
| 7D | -13.1% | -6.7% | -6.3% | -11.2% |
| 30D | -14.4% | -13.5% | -0.9% | -10.6% |
| 3M | +12.2% | +16.2% | -4.0% | +8.5% |
| 6M | +13.4% | +22.7% | -9.4% | +8.3% |
| YTD | -22.5% | +23.8% | -46.3% | -24.7% |
| All | -18.0% | +20.3% | -38.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling