+125.0%
SO vs LYFT
-82.5%
+207.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -1.1% | -8.4% | +7.3% | -0.7% |
| 30D | -5.0% | -7.6% | +2.6% | -4.7% |
| 3M | -5.8% | +11.7% | -17.5% | -6.3% |
| 6M | -7.9% | +15.1% | -23.0% | -8.7% |
| YTD | +2.4% | -20.9% | +23.3% | +3.1% |
| 1Y | -2.3% | -16.4% | +14.1% | -2.1% |
| 3Y | +41.9% | +35.2% | +6.7% | +35.3% |
| 5Y | +58.1% | -69.4% | +127.4% | +63.9% |
| All | +125.0% | -82.5% | +207.5% | +117.0% |
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 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