+187.7%
C vs LYFT
-82.5%
+270.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | +0.8% | -8.4% | +9.2% | +2.6% |
| 30D | +0.9% | -7.6% | +8.5% | +2.4% |
| 3M | +1.1% | +11.7% | -10.7% | -2.0% |
| 6M | +28.4% | +15.1% | +13.3% | +23.2% |
| YTD | +20.8% | -20.9% | +41.7% | +25.3% |
| 1Y | +43.4% | -16.4% | +59.8% | +45.3% |
| 3Y | +274.9% | +35.2% | +239.7% | +210.2% |
| 5Y | +136.7% | -69.4% | +206.0% | +161.9% |
| All | +187.7% | -82.5% | +270.1% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling