+47.6%
SYK vs LYFT
-82.8%
+130.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -12.3% | -13.1% | +0.7% | -10.5% |
| 30D | -22.4% | -14.4% | -8.1% | -20.7% |
| 3M | -12.3% | +12.2% | -24.5% | -14.0% |
| 6M | -24.3% | +13.4% | -37.7% | -26.1% |
| YTD | -22.8% | -22.5% | -0.3% | -20.7% |
| 1Y | -28.8% | -20.8% | -8.0% | -27.8% |
| 3Y | -4.0% | +38.8% | -42.8% | -17.0% |
| 5Y | +3.8% | -70.0% | +73.8% | +11.8% |
| All | +47.6% | -82.8% | +130.4% | +26.4% |
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