-19.5%
SAP vs LYFT
-1.1%
-18.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.2% |
| 7D | -2.9% | -5.5% | +2.6% | -1.8% |
| 30D | +9.0% | +1.5% | +7.6% | +8.6% |
| 3M | +14.9% | +18.4% | -3.5% | +11.1% |
| 6M | +11.9% | +20.8% | -8.9% | +7.8% |
| YTD | -9.9% | -13.7% | +3.8% | -11.0% |
| 1Y | -19.5% | -0.4% | -19.1% | -20.2% |
| All | -19.5% | -1.1% | -18.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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