+35.2%
LYFT vs ALL
+152.0%
-116.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -8.4% | -2.3% | -6.1% | -8.3% |
| 30D | -7.6% | -0.4% | -7.2% | -7.6% |
| 3M | +11.7% | +16.0% | -4.3% | +11.0% |
| 6M | +15.1% | +24.6% | -9.5% | +13.7% |
| YTD | -20.9% | +23.7% | -44.6% | -21.9% |
| 1Y | -16.4% | +27.7% | -44.1% | -17.8% |
| 3Y | +35.2% | +150.2% | -115.0% | +28.5% |
| All | +35.2% | +152.0% | -116.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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