-80.4%
LYFT vs CAPR
+55.0%
-135.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -8.4% | -11.0% | +2.6% | -8.1% |
| 30D | -7.6% | +99.8% | -107.4% | -9.5% |
| 3M | +11.7% | -66.6% | +78.3% | +12.7% |
| 6M | +15.1% | -75.1% | +90.2% | +16.8% |
| YTD | -20.9% | -71.0% | +50.1% | -20.1% |
| 1Y | -16.4% | +30.0% | -46.3% | -23.8% |
| 3Y | +35.2% | +29.0% | +6.2% | +15.8% |
| 5Y | -69.4% | +70.8% | -140.2% | -74.7% |
| All | -80.4% | +55.0% | -135.4% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling