-70.0%
LYFT vs COMP
-32.5%
-37.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +6.0% | +2.2% |
| 7D | -13.1% | -8.4% | -4.7% | -10.9% |
| 30D | -14.4% | -20.2% | +5.8% | -9.0% |
| 3M | +12.2% | +28.1% | -15.9% | +4.0% |
| 6M | +13.4% | +14.9% | -1.5% | +5.6% |
| YTD | -22.5% | -4.2% | -18.3% | -24.0% |
| 1Y | -20.8% | +10.2% | -31.0% | -26.3% |
| 3Y | +38.8% | +203.3% | -164.5% | -18.1% |
| 5Y | -70.0% | -29.2% | -40.8% | -76.6% |
| All | -70.0% | -32.5% | -37.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling