+35.2%
LYFT vs KEY
+122.3%
-87.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -8.4% | -1.5% | -6.8% | -7.5% |
| 30D | -7.6% | -3.7% | -3.9% | -5.5% |
| 3M | +11.7% | -1.3% | +13.0% | +12.3% |
| 6M | +15.1% | +13.3% | +1.8% | +5.3% |
| YTD | -20.9% | +9.0% | -29.9% | -25.6% |
| 1Y | -16.4% | +18.7% | -35.1% | -25.9% |
| 3Y | +35.2% | +125.3% | -90.0% | -29.0% |
| All | +35.2% | +122.3% | -87.1% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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