-18.7%
SAP vs LYFT
-19.5%
+0.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -4.1% | -8.4% | +4.3% | -2.3% |
| 30D | +1.1% | -7.6% | +8.7% | +2.7% |
| 3M | +26.1% | +11.7% | +14.4% | +23.3% |
| 6M | +9.8% | +15.1% | -5.3% | +7.2% |
| YTD | -13.6% | -20.9% | +7.3% | -12.9% |
| 1Y | -18.7% | -16.4% | -2.3% | -17.8% |
| All | -18.7% | -19.5% | +0.9% | -17.8% |
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