+31.7%
LYFT vs AS
+123.4%
-91.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.5% |
| 7D | -0.6% | -4.9% | +4.2% | +0.8% |
| 30D | +3.0% | +3.9% | -0.9% | +2.0% |
| 3M | -0.9% | -9.6% | +8.7% | +1.8% |
| 6M | +24.1% | -8.7% | +32.8% | +26.8% |
| YTD | -12.3% | -19.8% | +7.5% | -7.4% |
| 1Y | -28.7% | -1.5% | -27.1% | -29.2% |
| All | +31.7% | +123.4% | -91.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling