+7.5%
SWKS vs LYFT
-80.9%
+88.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.8% | +4.2% |
| 7D | +12.5% | -5.5% | +18.0% | +13.8% |
| 30D | +10.5% | +1.5% | +9.0% | +10.0% |
| 3M | -7.4% | +18.4% | -25.8% | -11.0% |
| 6M | +32.7% | +20.8% | +11.9% | +26.2% |
| YTD | +19.2% | -13.7% | +32.8% | +21.1% |
| 1Y | +2.4% | -0.4% | +2.8% | -0.3% |
| 3Y | -25.6% | +35.5% | -61.1% | -37.7% |
| 5Y | -53.4% | -65.3% | +11.9% | -51.3% |
| All | +7.5% | -80.9% | +88.4% | -9.9% |
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