+22.0%
SWKS vs LYFT
-82.8%
+104.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +9.6% |
| 7D | +17.5% | -13.1% | +30.6% | +20.9% |
| 30D | +23.0% | -14.4% | +37.3% | +26.8% |
| 3M | +19.5% | +12.2% | +7.4% | +16.0% |
| 6M | +54.3% | +13.4% | +40.9% | +48.7% |
| YTD | +35.3% | -22.5% | +57.7% | +40.4% |
| 1Y | +17.9% | -20.8% | +38.7% | +20.6% |
| 3Y | -6.8% | +38.8% | -45.6% | -22.7% |
| 5Y | -45.4% | -70.0% | +24.5% | -41.1% |
| All | +22.0% | -82.8% | +104.8% | +4.5% |
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