+29.7%
LYFT vs AS
+120.4%
-90.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -4.3% |
| 7D | -5.5% | -4.9% | -0.6% | -4.3% |
| 30D | +1.5% | -19.6% | +21.1% | +7.7% |
| 3M | +18.4% | -14.4% | +32.8% | +23.4% |
| 6M | +20.8% | -20.1% | +40.9% | +27.6% |
| YTD | -13.7% | -20.9% | +7.3% | -8.5% |
| 1Y | -0.4% | -21.9% | +21.4% | +5.4% |
| All | +29.7% | +120.4% | -90.7% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling