-25.8%
LYFT vs IRE
-85.1%
+59.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | -8.4% | -4.5% | -3.9% | -8.3% |
| 30D | -7.6% | -7.8% | +0.2% | -7.6% |
| 3M | +11.7% | -60.0% | +71.7% | +13.8% |
| 6M | +15.1% | -48.3% | +63.4% | +13.0% |
| YTD | -20.9% | -54.5% | +33.6% | -23.6% |
| All | -25.8% | -85.1% | +59.4% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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