+201.1%
SPY vs LYFT
-82.5%
+283.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -0.8% | -8.4% | +7.6% | +0.3% |
| 30D | -1.1% | -7.6% | +6.5% | -0.2% |
| 3M | +3.9% | +11.7% | -7.9% | +2.1% |
| 6M | +13.6% | +15.1% | -1.5% | +11.0% |
| YTD | +12.7% | -20.9% | +33.6% | +15.0% |
| 1Y | +17.5% | -16.4% | +33.9% | +18.3% |
| 3Y | +76.9% | +35.2% | +41.7% | +59.2% |
| 5Y | +83.6% | -69.4% | +152.9% | +90.8% |
| All | +201.1% | -82.5% | +283.6% | +177.5% |
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