+198.6%
SPY vs LYFT
-82.8%
+281.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.0% | -13.1% | +11.1% | -0.3% |
| 30D | -1.7% | -14.4% | +12.7% | +0.2% |
| 3M | +4.7% | +12.2% | -7.4% | +2.9% |
| 6M | +12.5% | +13.4% | -0.9% | +10.2% |
| YTD | +11.7% | -22.5% | +34.2% | +14.3% |
| 1Y | +17.5% | -20.8% | +38.3% | +19.1% |
| 3Y | +76.6% | +38.8% | +37.7% | +58.3% |
| 5Y | +82.0% | -70.0% | +152.0% | +89.7% |
| All | +198.6% | -82.8% | +281.4% | +175.9% |
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