+955.2%
LITE vs LYFT
-80.6%
+1,035.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.0% |
| 7D | +10.8% | -0.6% | +11.4% | +10.9% |
| 30D | -33.4% | +3.0% | -36.5% | -34.3% |
| 3M | -32.2% | -0.9% | -31.4% | -32.9% |
| 6M | -42.1% | +24.1% | -66.2% | -45.9% |
| YTD | +61.9% | -12.3% | +74.2% | +61.6% |
| 1Y | +163.0% | -28.7% | +191.6% | +174.7% |
| 3Y | +1,358.0% | +73.8% | +1,284.2% | +1,079.1% |
| 5Y | +549.9% | -67.9% | +617.9% | +574.4% |
| All | +955.2% | -80.6% | +1,035.8% | +830.1% |
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 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