-80.4%
LYFT vs SYF
+184.4%
-264.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | -8.4% | -4.9% | -3.5% | -5.2% |
| 30D | -7.6% | -4.3% | -3.3% | -4.9% |
| 3M | +11.7% | +5.5% | +6.2% | +7.0% |
| 6M | +15.1% | +17.5% | -2.4% | +1.8% |
| YTD | -20.9% | -7.8% | -13.1% | -18.4% |
| 1Y | -16.4% | +1.6% | -18.0% | -19.7% |
| 3Y | +35.2% | +154.8% | -119.6% | -36.3% |
| 5Y | -69.4% | +79.5% | -148.8% | -82.2% |
| All | -80.4% | +184.4% | -264.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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