+278.8%
SPOT vs LYFT
-82.5%
+361.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -3.1% | -8.4% | +5.3% | -1.5% |
| 30D | +7.4% | -7.6% | +15.0% | +9.0% |
| 3M | +8.2% | +11.7% | -3.6% | +5.6% |
| 6M | +2.2% | +15.1% | -12.9% | -1.1% |
| YTD | -9.5% | -20.9% | +11.4% | -6.3% |
| 1Y | -23.8% | -16.4% | -7.5% | -22.8% |
| 3Y | +233.5% | +35.2% | +198.3% | +184.4% |
| 5Y | +112.2% | -69.4% | +181.6% | +117.5% |
| All | +278.8% | -82.5% | +361.2% | +251.0% |
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