+332.2%
APP vs LYFT
-69.9%
+402.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.1% |
| 7D | +1.1% | -8.4% | +9.4% | +5.0% |
| 30D | +6.6% | -7.6% | +14.2% | +10.2% |
| 3M | -32.3% | +11.7% | -44.0% | -35.9% |
| 6M | -29.8% | +15.1% | -44.9% | -34.7% |
| YTD | -51.9% | -20.9% | -31.0% | -47.1% |
| 1Y | -43.3% | -16.4% | -26.9% | -40.1% |
| 3Y | +664.1% | +35.2% | +628.8% | +496.8% |
| All | +332.2% | -69.9% | +402.1% | +465.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling