+183.4%
C vs LYFT
-81.4%
+264.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +3.2% | -3.2% | +6.3% | +3.9% |
| 30D | +1.3% | -7.0% | +8.3% | +2.8% |
| 3M | +3.1% | +15.8% | -12.7% | -0.7% |
| 6M | +29.6% | +22.6% | +7.1% | +22.8% |
| YTD | +19.0% | -16.2% | +35.1% | +22.0% |
| 1Y | +45.6% | -8.3% | +53.9% | +44.6% |
| 3Y | +269.3% | +50.1% | +219.2% | +198.4% |
| 5Y | +131.6% | -67.4% | +199.0% | +152.9% |
| All | +183.4% | -81.4% | +264.8% | +139.0% |
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 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