-68.8%
LYFT vs AUR
-35.7%
-33.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | -8.4% | +1.4% | -9.8% | -8.7% |
| 30D | -7.6% | -6.4% | -1.2% | -6.6% |
| 3M | +11.7% | +7.7% | +4.0% | +8.9% |
| 6M | +15.1% | +44.5% | -29.4% | +3.2% |
| YTD | -20.9% | +67.4% | -88.4% | -31.7% |
| 1Y | -16.4% | +15.4% | -31.8% | -22.0% |
| 3Y | +35.2% | +94.8% | -59.6% | -7.7% |
| 5Y | -69.4% | -35.1% | -34.3% | -80.3% |
| All | -68.8% | -35.7% | -33.1% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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