+5.2%
SSPC vs LYFT
+35.8%
-30.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +12.4% | -4.6% | +9.9% |
| 7D | +11.8% | +14.7% | -2.8% | +14.9% |
| 30D | +44.8% | +19.1% | +25.7% | +52.5% |
| 3M | -40.7% | +12.0% | -52.7% | -34.3% |
| All | +5.2% | +35.8% | -30.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling