+110.7%
SHEL vs LYFT
-82.5%
+193.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | +4.1% | -8.4% | +12.5% | +5.3% |
| 30D | +8.4% | -7.6% | +16.0% | +9.4% |
| 3M | +13.7% | +11.7% | +2.0% | +11.3% |
| 6M | +12.7% | +15.1% | -2.4% | +9.5% |
| YTD | +35.3% | -20.9% | +56.2% | +38.1% |
| 1Y | +39.4% | -16.4% | +55.7% | +39.8% |
| 3Y | +71.5% | +35.2% | +36.2% | +47.7% |
| 5Y | +195.0% | -69.4% | +264.4% | +225.2% |
| All | +110.7% | -82.5% | +193.2% | +76.0% |
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