-48.5%
SNAP vs LYFT
-82.5%
+34.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +3.8% | -8.4% | +12.2% | +7.3% |
| 30D | +9.2% | -7.6% | +16.8% | +12.6% |
| 3M | +6.6% | +11.7% | -5.2% | +2.2% |
| 6M | +16.9% | +15.1% | +1.8% | +11.0% |
| YTD | -29.6% | -20.9% | -8.7% | -23.5% |
| 1Y | -22.1% | -16.4% | -5.7% | -17.9% |
| 3Y | -39.8% | +35.2% | -75.0% | -51.8% |
| 5Y | -92.4% | -69.4% | -23.0% | -90.6% |
| All | -48.5% | -82.5% | +34.0% | -44.7% |
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