+1.5%
SMR vs LYFT
-61.0%
+62.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.7% |
| 7D | +4.7% | -13.1% | +17.8% | +8.0% |
| 30D | +3.2% | -14.4% | +17.6% | +6.8% |
| 3M | +9.9% | +12.2% | -2.3% | +6.7% |
| 6M | -15.1% | +13.4% | -28.5% | -17.8% |
| YTD | -27.9% | -22.5% | -5.5% | -24.5% |
| 1Y | -70.2% | -20.8% | -49.5% | -69.0% |
| 3Y | +72.5% | +38.8% | +33.6% | +57.2% |
| All | +1.5% | -61.0% | +62.5% | -12.0% |
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