+71.5%
SHEL vs LYFT
+39.4%
+32.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.8% |
| 7D | +4.1% | -8.4% | +12.5% | +4.4% |
| 30D | +8.4% | -7.6% | +16.0% | +8.6% |
| 3M | +13.7% | +11.7% | +2.0% | +13.0% |
| 6M | +12.7% | +15.1% | -2.4% | +11.8% |
| YTD | +35.3% | -20.9% | +56.2% | +36.2% |
| 1Y | +39.4% | -16.4% | +55.7% | +39.5% |
| 3Y | +71.5% | +35.2% | +36.2% | +63.2% |
| All | +71.5% | +39.4% | +32.1% | +63.2% |
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 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