+140.8%
SHW vs LYFT
-82.5%
+223.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.6% |
| 7D | -3.1% | -8.4% | +5.3% | -2.1% |
| 30D | -10.0% | -7.6% | -2.4% | -9.2% |
| 3M | +2.3% | +11.7% | -9.5% | +0.8% |
| 6M | +0.7% | +15.1% | -14.4% | -1.3% |
| YTD | +0.5% | -20.9% | +21.4% | +2.5% |
| 1Y | -11.5% | -16.4% | +4.9% | -10.9% |
| 3Y | +21.3% | +35.2% | -13.9% | +10.0% |
| 5Y | +12.5% | -69.4% | +81.9% | +16.3% |
| All | +140.8% | -82.5% | +223.3% | +104.2% |
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 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