+131.8%
F vs LYFT
-81.4%
+213.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.4% | -3.6% |
| 7D | +1.2% | -3.2% | +4.3% | +1.8% |
| 30D | +1.2% | -7.0% | +8.2% | +2.7% |
| 3M | -5.7% | +15.8% | -21.5% | -8.9% |
| 6M | +17.9% | +22.6% | -4.6% | +12.1% |
| YTD | +10.4% | -16.2% | +26.6% | +12.8% |
| 1Y | +25.3% | -8.3% | +33.6% | +24.2% |
| 3Y | +37.5% | +50.1% | -12.6% | +11.9% |
| 5Y | +46.5% | -67.4% | +113.9% | +57.0% |
| All | +131.8% | -81.4% | +213.2% | +113.2% |
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