+1,554.9%
LITE vs LYFT
-82.8%
+1,637.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +10.4% | -13.1% | +23.5% | +13.6% |
| 30D | +14.0% | -14.4% | +28.4% | +17.2% |
| 3M | +9.7% | +12.2% | -2.5% | +5.7% |
| 6M | +39.2% | +13.4% | +25.9% | +33.0% |
| YTD | +153.9% | -22.5% | +176.3% | +162.4% |
| 1Y | +467.5% | -20.8% | +488.3% | +479.7% |
| 3Y | +1,784.2% | +38.8% | +1,745.4% | +1,505.9% |
| 5Y | +990.3% | -70.0% | +1,060.3% | +1,053.2% |
| All | +1,554.9% | -82.8% | +1,637.7% | +1,410.0% |
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