-80.4%
LYFT vs ARMK
+197.9%
-278.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | 0.0% |
| 7D | -8.4% | +3.1% | -11.5% | -10.2% |
| 30D | -7.6% | -2.8% | -4.8% | -5.9% |
| 3M | +11.7% | +7.6% | +4.2% | +6.0% |
| 6M | +15.1% | +47.9% | -32.8% | -12.7% |
| YTD | -20.9% | +60.0% | -80.9% | -43.5% |
| 1Y | -16.4% | +52.2% | -68.6% | -38.6% |
| 3Y | +35.2% | +131.4% | -96.2% | -28.8% |
| 5Y | -69.4% | +163.2% | -232.6% | -85.4% |
| All | -80.4% | +197.9% | -278.3% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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