+29.6%
SNOW vs LYFT
-49.2%
+78.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -2.4% | -8.4% | +5.9% | 0.0% |
| 30D | -1.0% | -7.6% | +6.6% | +1.1% |
| 3M | +36.9% | +11.7% | +25.1% | +31.4% |
| 6M | +83.4% | +15.1% | +68.3% | +74.4% |
| YTD | +50.0% | -20.9% | +70.9% | +58.3% |
| 1Y | +46.5% | -16.4% | +62.9% | +50.5% |
| 3Y | +93.3% | +35.2% | +58.1% | +53.2% |
| 5Y | +3.3% | -69.4% | +72.6% | +8.7% |
| All | +29.6% | -49.2% | +78.8% | +49.0% |
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