+30.6%
SWKS vs LYFT
-80.6%
+111.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | +9.4% | -0.6% | +10.1% | +9.5% |
| 30D | +17.0% | +3.0% | +13.9% | +15.7% |
| 3M | +28.9% | -0.9% | +29.8% | +28.1% |
| 6M | +33.1% | +24.1% | +9.0% | +25.5% |
| YTD | +44.8% | -12.3% | +57.1% | +45.5% |
| 1Y | +36.2% | -28.7% | +64.9% | +42.9% |
| 3Y | +11.5% | +73.8% | -62.3% | -12.1% |
| 5Y | -37.1% | -67.9% | +30.9% | -33.0% |
| All | +30.6% | -80.6% | +111.2% | +8.2% |
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