-76.3%
LYFT vs COMP
-50.5%
-25.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | -8.4% | -5.5% | -2.9% | -7.0% |
| 30D | -7.6% | -17.4% | +9.8% | -2.8% |
| 3M | +11.7% | +24.4% | -12.6% | +4.5% |
| 6M | +15.1% | +21.8% | -6.7% | +5.6% |
| YTD | -20.9% | -0.6% | -20.3% | -23.3% |
| 1Y | -16.4% | +11.5% | -27.8% | -22.3% |
| 3Y | +35.2% | +220.4% | -185.2% | -20.8% |
| 5Y | -69.4% | -26.6% | -42.8% | -76.5% |
| All | -76.3% | -50.5% | -25.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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