+40.2%
IYR vs LYFT
-82.5%
+122.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -1.4% | -8.4% | +7.0% | -0.4% |
| 30D | -2.7% | -7.6% | +4.9% | -1.8% |
| 3M | -2.1% | +11.7% | -13.9% | -3.8% |
| 6M | +3.6% | +15.1% | -11.5% | +1.2% |
| YTD | +8.1% | -20.9% | +29.0% | +10.2% |
| 1Y | +4.7% | -16.4% | +21.1% | +5.2% |
| 3Y | +29.1% | +35.2% | -6.1% | +15.5% |
| 5Y | +6.9% | -69.4% | +76.3% | +11.9% |
| All | +40.2% | -82.5% | +122.7% | +23.1% |
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