+136.5%
SHW vs LYFT
-82.8%
+219.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.5% | -13.1% | +8.6% | -2.9% |
| 30D | -12.7% | -14.4% | +1.7% | -11.1% |
| 3M | +4.7% | +12.2% | -7.5% | +3.2% |
| 6M | -3.4% | +13.4% | -16.8% | -5.2% |
| YTD | -1.3% | -22.5% | +21.1% | +0.8% |
| 1Y | -10.4% | -20.8% | +10.4% | -9.2% |
| 3Y | +20.1% | +38.8% | -18.7% | +8.4% |
| 5Y | +10.5% | -70.0% | +80.5% | +14.4% |
| All | +136.5% | -82.8% | +219.3% | +100.9% |
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