+6.4%
LVS vs LYFT
-69.9%
+76.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -3.5% | -8.4% | +4.9% | -2.0% |
| 30D | -6.2% | -7.6% | +1.4% | -5.0% |
| 3M | -14.8% | +11.7% | -26.6% | -16.8% |
| 6M | -20.9% | +15.1% | -36.0% | -23.2% |
| YTD | -33.0% | -20.9% | -12.1% | -31.1% |
| 1Y | -20.0% | -16.4% | -3.6% | -19.1% |
| 3Y | -6.9% | +35.2% | -42.1% | -19.8% |
| All | +6.4% | -69.9% | +76.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling