+351.7%
SE vs LYFT
-82.5%
+434.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.9% |
| 7D | -5.2% | -8.4% | +3.2% | -3.0% |
| 30D | -17.1% | -7.6% | -9.5% | -15.4% |
| 3M | +24.0% | +11.7% | +12.2% | +20.2% |
| 6M | +21.0% | +15.1% | +5.9% | +16.3% |
| YTD | -16.7% | -20.9% | +4.2% | -12.4% |
| 1Y | -45.9% | -16.4% | -29.6% | -44.7% |
| 3Y | +177.8% | +35.2% | +142.6% | +121.4% |
| 5Y | -67.4% | -69.4% | +2.0% | -65.2% |
| All | +351.7% | -82.5% | +434.2% | +368.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling