+133.0%
C vs LYFT
-70.5%
+203.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +0.3% | -13.1% | +13.3% | +2.1% |
| 30D | +2.0% | -14.4% | +16.4% | +4.0% |
| 3M | +4.4% | +12.2% | -7.8% | +2.4% |
| 6M | +28.3% | +13.4% | +15.0% | +25.4% |
| YTD | +20.5% | -22.5% | +42.9% | +23.5% |
| 1Y | +45.5% | -20.8% | +66.3% | +47.9% |
| 3Y | +274.0% | +38.8% | +235.2% | +237.6% |
| All | +133.0% | -70.5% | +203.5% | +135.0% |
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