-80.8%
LYFT vs ARMK
+188.8%
-269.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -13.1% | -0.9% | -12.2% | -12.5% |
| 30D | -14.4% | -5.9% | -8.4% | -10.9% |
| 3M | +12.2% | +6.7% | +5.5% | +7.0% |
| 6M | +13.4% | +42.5% | -29.2% | -11.9% |
| YTD | -22.5% | +55.1% | -77.6% | -43.5% |
| 1Y | -20.8% | +50.3% | -71.1% | -41.4% |
| 3Y | +38.8% | +122.2% | -83.4% | -24.9% |
| 5Y | -70.0% | +155.2% | -225.1% | -85.4% |
| All | -80.8% | +188.8% | -269.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling