-37.2%
KWEB vs LYFT
-82.5%
+45.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -5.6% | -8.4% | +2.8% | -3.9% |
| 30D | -10.7% | -7.6% | -3.1% | -9.4% |
| 3M | -7.4% | +11.7% | -19.2% | -9.8% |
| 6M | -19.3% | +15.1% | -34.4% | -22.2% |
| YTD | -27.8% | -20.9% | -6.8% | -25.2% |
| 1Y | -35.9% | -16.4% | -19.6% | -34.9% |
| 3Y | -1.9% | +35.2% | -37.1% | -16.0% |
| 5Y | -43.2% | -69.4% | +26.2% | -39.7% |
| All | -37.2% | -82.5% | +45.3% | -38.8% |
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 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