-9.9%
LOW vs LYFT
+39.4%
-49.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -3.7% | -8.4% | +4.6% | -2.8% |
| 30D | -8.9% | -7.6% | -1.3% | -8.1% |
| 3M | -10.4% | +11.7% | -22.2% | -11.5% |
| 6M | -19.4% | +15.1% | -34.5% | -20.8% |
| YTD | -17.1% | -20.9% | +3.8% | -15.6% |
| 1Y | -26.3% | -16.4% | -9.9% | -25.9% |
| 3Y | -9.9% | +35.2% | -45.1% | -19.3% |
| All | -9.9% | +39.4% | -49.3% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling