+357.9%
SE vs LYFT
-82.8%
+440.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -4.8% | -13.1% | +8.3% | -1.2% |
| 30D | -18.1% | -14.4% | -3.7% | -14.8% |
| 3M | +30.6% | +12.2% | +18.5% | +26.5% |
| 6M | +20.8% | +13.4% | +7.4% | +16.6% |
| YTD | -15.6% | -22.5% | +6.9% | -10.7% |
| 1Y | -44.2% | -20.8% | -23.4% | -42.1% |
| 3Y | +181.5% | +38.8% | +142.7% | +122.3% |
| 5Y | -66.9% | -70.0% | +3.1% | -64.5% |
| All | +357.9% | -82.8% | +440.7% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling