-70.4%
LYFT vs IT
-42.9%
-27.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.3% | -0.3% |
| 7D | -8.4% | -3.7% | -4.7% | -6.9% |
| 30D | -7.6% | +0.1% | -7.7% | -8.0% |
| 3M | +11.7% | +20.7% | -8.9% | -0.5% |
| 6M | +15.1% | +12.0% | +3.1% | +5.1% |
| YTD | -20.9% | -28.8% | +7.9% | -9.9% |
| 1Y | -16.4% | -25.5% | +9.1% | -8.2% |
| 3Y | +35.2% | -48.8% | +84.0% | +80.1% |
| All | -70.4% | -42.9% | -27.5% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling