+35.2%
LYFT vs IT
-49.4%
+84.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | +0.4% |
| 7D | -8.4% | -3.7% | -4.7% | -7.4% |
| 30D | -7.6% | +0.1% | -7.7% | -7.8% |
| 3M | +11.7% | +20.7% | -8.9% | +3.7% |
| 6M | +15.1% | +12.0% | +3.1% | +8.9% |
| YTD | -20.9% | -28.8% | +7.9% | -12.9% |
| 1Y | -16.4% | -25.5% | +9.1% | -10.1% |
| 3Y | +35.2% | -48.8% | +84.0% | +79.5% |
| All | +35.2% | -49.4% | +84.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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