-3.5%
IR vs LYFT
-1.1%
-2.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.6% |
| 7D | -2.8% | -5.5% | +2.7% | -2.4% |
| 30D | -15.1% | +1.5% | -16.6% | -15.3% |
| 3M | +6.1% | +18.4% | -12.3% | +4.1% |
| 6M | -16.8% | +20.8% | -37.6% | -18.8% |
| YTD | -3.5% | -13.7% | +10.1% | -4.0% |
| 1Y | -3.5% | -0.4% | -3.1% | -3.4% |
| All | -3.5% | -1.1% | -2.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling