-41.5%
SNAP vs LYFT
+36.7%
-78.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.6% |
| 7D | -3.2% | -13.1% | +9.9% | +2.4% |
| 30D | +0.2% | -14.4% | +14.5% | +6.6% |
| 3M | +2.6% | +12.2% | -9.6% | -1.8% |
| 6M | +12.4% | +13.4% | -0.9% | +7.4% |
| YTD | -31.6% | -22.5% | -9.1% | -25.4% |
| 1Y | -21.7% | -20.8% | -0.9% | -16.0% |
| All | -41.5% | +36.7% | -78.2% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling