+315.5%
ARM vs LYFT
+29.9%
+285.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +3.8% |
| 7D | +12.5% | -14.1% | +26.6% | +18.0% |
| 30D | -1.4% | -13.7% | +12.3% | +3.0% |
| 3M | -18.7% | +7.4% | -26.1% | -21.6% |
| 6M | +124.6% | +8.3% | +116.3% | +116.1% |
| YTD | +141.7% | -23.1% | +164.8% | +157.6% |
| 1Y | +87.7% | -19.0% | +106.6% | +93.4% |
| All | +315.5% | +29.9% | +285.6% | +230.2% |
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