+156.4%
B vs LYFT
-69.9%
+226.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -2.4% | -8.4% | +6.0% | -1.8% |
| 30D | +6.3% | -7.6% | +13.9% | +6.9% |
| 3M | +12.1% | +11.7% | +0.4% | +11.1% |
| 6M | -3.1% | +15.1% | -18.2% | -4.2% |
| YTD | +2.0% | -20.9% | +22.9% | +3.0% |
| 1Y | +51.7% | -16.4% | +68.1% | +52.7% |
| 3Y | +190.5% | +35.2% | +155.3% | +180.3% |
| All | +156.4% | -69.9% | +226.3% | +136.2% |
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 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