+177.8%
IR vs LYFT
-82.5%
+260.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -4.5% | -8.4% | +3.9% | -3.0% |
| 30D | -13.9% | -7.6% | -6.3% | -12.8% |
| 3M | -0.3% | +11.7% | -12.1% | -2.9% |
| 6M | -14.3% | +15.1% | -29.4% | -17.3% |
| YTD | -7.9% | -20.9% | +13.0% | -5.1% |
| 1Y | -9.9% | -16.4% | +6.5% | -9.1% |
| 3Y | +6.5% | +35.2% | -28.7% | -8.7% |
| 5Y | +34.0% | -69.4% | +103.4% | +45.4% |
| All | +177.8% | -82.5% | +260.3% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling