-13.4%
DOW vs LYFT
-82.8%
+69.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.4% | -13.1% | +10.7% | -0.1% |
| 30D | -4.1% | -14.4% | +10.3% | -1.7% |
| 3M | -12.4% | +12.2% | -24.6% | -14.7% |
| 6M | -10.6% | +13.4% | -24.0% | -13.5% |
| YTD | +31.1% | -22.5% | +53.5% | +34.7% |
| 1Y | +30.5% | -20.8% | +51.3% | +32.4% |
| 3Y | -34.4% | +38.8% | -73.2% | -43.4% |
| 5Y | -35.5% | -70.0% | +34.5% | -30.2% |
| All | -13.4% | -82.8% | +69.4% | -21.5% |
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 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