+664.1%
APP vs LYFT
+39.4%
+624.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.1% |
| 7D | +1.1% | -8.4% | +9.4% | +5.1% |
| 30D | +6.6% | -7.6% | +14.2% | +10.3% |
| 3M | -32.3% | +11.7% | -44.0% | -36.1% |
| 6M | -29.8% | +15.1% | -44.9% | -34.9% |
| YTD | -51.9% | -20.9% | -31.0% | -47.2% |
| 1Y | -43.3% | -16.4% | -26.9% | -40.3% |
| 3Y | +664.1% | +35.2% | +628.8% | +530.0% |
| All | +664.1% | +39.4% | +624.7% | +530.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling