-80.4%
LYFT vs APA
+53.6%
-134.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.9% |
| 7D | -8.4% | +4.6% | -13.0% | -9.6% |
| 30D | -7.6% | +11.9% | -19.5% | -10.7% |
| 3M | +11.7% | +22.5% | -10.7% | +4.4% |
| 6M | +15.1% | +37.5% | -22.4% | +2.5% |
| YTD | -20.9% | +87.2% | -108.1% | -36.2% |
| 1Y | -16.4% | +101.4% | -117.8% | -34.4% |
| 3Y | +35.2% | +16.9% | +18.3% | +19.2% |
| 5Y | -69.4% | +178.4% | -247.8% | -81.5% |
| All | -80.4% | +53.6% | -134.1% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 all: compounded portfolio wealth divided by compounded APA 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…
all analysis · Full analysis span regression · 6 months rolling