+106.6%
IWM vs LYFT
-82.5%
+189.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -2.4% | -8.4% | +6.0% | -0.9% |
| 30D | -4.6% | -7.6% | +3.0% | -3.3% |
| 3M | -0.3% | +11.7% | -12.0% | -2.8% |
| 6M | +14.7% | +15.1% | -0.4% | +10.8% |
| YTD | +17.8% | -20.9% | +38.8% | +21.5% |
| 1Y | +21.2% | -16.4% | +37.6% | +22.5% |
| 3Y | +62.3% | +35.2% | +27.1% | +39.2% |
| 5Y | +38.7% | -69.4% | +108.1% | +49.1% |
| All | +106.6% | -82.5% | +189.0% | +87.8% |
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