-70.4%
LYFT vs CAPR
+69.4%
-139.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -8.4% | -11.0% | +2.6% | -8.2% |
| 30D | -7.6% | +99.8% | -107.4% | -8.8% |
| 3M | +11.7% | -66.6% | +78.3% | +12.4% |
| 6M | +15.1% | -75.1% | +90.2% | +16.3% |
| YTD | -20.9% | -71.0% | +50.1% | -20.4% |
| 1Y | -16.4% | +30.0% | -46.3% | -21.7% |
| 3Y | +35.2% | +29.0% | +6.2% | +7.6% |
| All | -70.4% | +69.4% | -139.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling