-74.9%
LYFT vs COMP
-49.4%
-25.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -1.9% |
| 7D | -3.2% | +4.1% | -7.2% | -4.3% |
| 30D | -7.0% | -14.5% | +7.6% | -3.0% |
| 3M | +15.8% | +41.8% | -26.0% | +4.4% |
| 6M | +22.6% | +23.6% | -1.0% | +12.0% |
| YTD | -16.2% | +1.7% | -17.9% | -19.1% |
| 1Y | -8.3% | +12.6% | -20.9% | -15.1% |
| 3Y | +50.1% | +221.9% | -171.8% | -12.1% |
| 5Y | -67.4% | -28.1% | -39.3% | -74.9% |
| All | -74.9% | -49.4% | -25.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling