+233.5%
SPOT vs LYFT
+39.4%
+194.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -3.1% | -8.4% | +5.3% | -1.8% |
| 30D | +7.4% | -7.6% | +15.0% | +8.7% |
| 3M | +8.2% | +11.7% | -3.6% | +6.3% |
| 6M | +2.2% | +15.1% | -12.9% | -0.2% |
| YTD | -9.5% | -20.9% | +11.4% | -7.4% |
| 1Y | -23.8% | -16.4% | -7.5% | -23.2% |
| 3Y | +233.5% | +35.2% | +198.3% | +201.0% |
| All | +233.5% | +39.4% | +194.1% | +201.0% |
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 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