+378.5%
APP vs LYFT
-74.4%
+453.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.4% |
| 7D | +0.1% | -3.2% | +3.2% | +1.4% |
| 30D | -10.0% | -7.0% | -3.0% | -7.3% |
| 3M | -44.6% | +15.8% | -60.5% | -48.3% |
| 6M | -37.9% | +22.6% | -60.4% | -43.5% |
| YTD | -53.7% | -16.2% | -37.5% | -50.3% |
| 1Y | -43.0% | -8.3% | -34.7% | -42.1% |
| 3Y | +640.8% | +50.1% | +590.7% | +459.4% |
| 5Y | +358.8% | -67.4% | +426.2% | +437.2% |
| All | +378.5% | -74.4% | +453.0% | +417.0% |
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 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