+35.2%
LYFT vs COMP
+209.1%
-173.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.2% |
| 7D | -8.4% | -5.5% | -2.9% | -7.3% |
| 30D | -7.6% | -17.4% | +9.8% | -3.8% |
| 3M | +11.7% | +24.4% | -12.6% | +6.3% |
| 6M | +15.1% | +21.8% | -6.7% | +8.2% |
| YTD | -20.9% | -0.6% | -20.3% | -22.0% |
| 1Y | -16.4% | +11.5% | -27.8% | -20.0% |
| 3Y | +35.2% | +220.4% | -185.2% | -29.9% |
| All | +35.2% | +209.1% | -173.9% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling