+16.5%
LYFT vs AS
+104.6%
-88.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -13.1% | -3.9% | -9.2% | -12.1% |
| 30D | -14.4% | -19.0% | +4.7% | -9.1% |
| 3M | +12.2% | -18.8% | +31.0% | +18.7% |
| 6M | +13.4% | -21.0% | +34.3% | +20.2% |
| YTD | -22.5% | -26.6% | +4.2% | -15.9% |
| 1Y | -20.8% | -25.3% | +4.6% | -15.0% |
| All | +16.5% | +104.6% | -88.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling