+126.5%
SO vs LYFT
-82.8%
+209.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -13.1% | +11.9% | -0.6% |
| 30D | -3.7% | -14.4% | +10.6% | -3.2% |
| 3M | -5.9% | +12.2% | -18.1% | -6.4% |
| 6M | -7.3% | +13.4% | -20.7% | -8.0% |
| YTD | +3.1% | -22.5% | +25.6% | +3.9% |
| 1Y | -1.0% | -20.8% | +19.8% | -0.6% |
| 3Y | +43.2% | +38.8% | +4.4% | +36.3% |
| 5Y | +59.1% | -70.0% | +129.1% | +65.1% |
| All | +126.5% | -82.8% | +209.3% | +118.6% |
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