-80.4%
LYFT vs APD
+83.3%
-163.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -8.4% | -3.3% | -5.1% | -6.9% |
| 30D | -7.6% | -4.2% | -3.4% | -5.7% |
| 3M | +11.7% | +5.4% | +6.3% | +8.2% |
| 6M | +15.1% | +6.3% | +8.8% | +10.3% |
| YTD | -20.9% | +20.3% | -41.2% | -29.6% |
| 1Y | -16.4% | +1.6% | -18.0% | -18.9% |
| 3Y | +35.2% | +4.0% | +31.2% | +26.8% |
| 5Y | -69.4% | +23.3% | -92.7% | -74.8% |
| All | -80.4% | +83.3% | -163.8% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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