+177.8%
SE vs LYFT
+39.4%
+138.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -5.2% | -8.4% | +3.2% | -3.8% |
| 30D | -17.1% | -7.6% | -9.5% | -15.9% |
| 3M | +24.0% | +11.7% | +12.2% | +21.6% |
| 6M | +21.0% | +15.1% | +5.9% | +18.2% |
| YTD | -16.7% | -20.9% | +4.2% | -14.5% |
| 1Y | -45.9% | -16.4% | -29.6% | -45.2% |
| 3Y | +177.8% | +35.2% | +142.6% | +152.1% |
| All | +177.8% | +39.4% | +138.4% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling