+180.3%
IR vs LYFT
-82.9%
+263.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.2% | -0.5% |
| 7D | -1.9% | -14.1% | +12.2% | +0.8% |
| 30D | -15.0% | -13.7% | -1.4% | -12.8% |
| 3M | -0.4% | +7.4% | -7.8% | -2.2% |
| 6M | -15.0% | +8.3% | -23.3% | -17.0% |
| YTD | -7.1% | -23.1% | +16.0% | -3.7% |
| 1Y | -7.5% | -19.0% | +11.4% | -6.2% |
| 3Y | +6.3% | +37.7% | -31.4% | -9.3% |
| 5Y | +37.3% | -70.5% | +107.8% | +50.2% |
| All | +180.3% | -82.9% | +263.2% | +182.4% |
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 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