-80.4%
LYFT vs KEY
+95.8%
-176.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.6% |
| YTD | -20.9% | +9.0% | -29.9% | -25.5% |
| 1Y | -16.4% | +18.7% | -35.1% | -25.7% |
| 3Y | +35.2% | +125.3% | -90.0% | -21.4% |
| 5Y | -69.4% | +40.2% | -109.6% | -77.7% |
| All | -80.4% | +95.8% | -176.2% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling