+311.3%
ARM vs LYFT
+41.6%
+269.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.7% |
| 7D | +11.4% | -3.2% | +14.5% | +12.4% |
| 30D | -7.4% | -7.0% | -0.5% | -5.5% |
| 3M | -24.5% | +15.8% | -40.3% | -28.8% |
| 6M | +128.7% | +22.6% | +106.1% | +111.6% |
| YTD | +139.3% | -16.2% | +155.4% | +148.3% |
| 1Y | +88.0% | -8.3% | +96.3% | +86.2% |
| All | +311.3% | +41.6% | +269.7% | +218.2% |
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 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