+289.5%
B vs LYFT
-82.9%
+372.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.4% | +1.7% |
| 7D | +1.0% | -14.1% | +15.2% | +2.1% |
| 30D | +9.5% | -13.7% | +23.2% | +10.5% |
| 3M | +14.3% | +7.4% | +6.9% | +13.7% |
| 6M | -1.9% | +8.3% | -10.2% | -2.6% |
| YTD | +4.1% | -23.1% | +27.2% | +5.4% |
| 1Y | +56.1% | -19.0% | +75.1% | +57.4% |
| 3Y | +202.0% | +37.7% | +164.3% | +190.1% |
| 5Y | +158.8% | -70.5% | +229.3% | +159.4% |
| All | +289.5% | -82.9% | +372.5% | +265.9% |
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