+241.5%
SNPS vs LYFT
-82.9%
+324.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +1.7% |
| 7D | -5.5% | -14.1% | +8.7% | -3.1% |
| 30D | -4.5% | -13.7% | +9.2% | -2.2% |
| 3M | -15.5% | +7.4% | -22.9% | -16.8% |
| 6M | -10.1% | +8.3% | -18.3% | -11.7% |
| YTD | -16.3% | -23.1% | +6.8% | -13.4% |
| 1Y | -34.9% | -19.0% | -16.0% | -34.1% |
| 3Y | -14.4% | +37.7% | -52.1% | -24.9% |
| 5Y | +17.9% | -70.5% | +88.4% | +22.9% |
| All | +241.5% | -82.9% | +324.4% | +214.2% |
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