+57.3%
SLB vs LYFT
-82.5%
+139.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -2.5% | -8.4% | +5.9% | -0.9% |
| 30D | +7.1% | -7.6% | +14.7% | +8.6% |
| 3M | +0.6% | +11.7% | -11.1% | -2.3% |
| 6M | +17.6% | +15.1% | +2.5% | +13.1% |
| YTD | +48.5% | -20.9% | +69.4% | +52.6% |
| 1Y | +59.4% | -16.4% | +75.8% | +60.0% |
| 3Y | -0.4% | +35.2% | -35.6% | -17.6% |
| 5Y | +133.8% | -69.4% | +203.1% | +161.4% |
| All | +57.3% | -82.5% | +139.8% | +34.0% |
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 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