-70.4%
LYFT vs APD
+22.2%
-92.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -8.4% | -3.3% | -5.1% | -7.1% |
| 30D | -7.6% | -4.2% | -3.4% | -6.0% |
| 3M | +11.7% | +5.4% | +6.3% | +8.9% |
| 6M | +15.1% | +6.3% | +8.8% | +11.1% |
| YTD | -20.9% | +20.3% | -41.2% | -28.6% |
| 1Y | -16.4% | +1.6% | -18.0% | -18.3% |
| 3Y | +35.2% | +4.0% | +31.2% | +28.7% |
| All | -70.4% | +22.2% | -92.7% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling