-80.4%
LYFT vs KMX
-8.1%
-72.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.3% |
| 7D | -8.4% | -3.1% | -5.3% | -6.9% |
| 30D | -7.6% | +4.4% | -12.0% | -9.7% |
| 3M | +11.7% | +18.9% | -7.2% | +0.9% |
| 6M | +15.1% | +44.3% | -29.2% | -8.0% |
| YTD | -20.9% | +58.7% | -79.6% | -40.7% |
| 1Y | -16.4% | +0.1% | -16.5% | -23.0% |
| 3Y | +35.2% | -24.4% | +59.6% | +39.7% |
| 5Y | -69.4% | -54.4% | -14.9% | -59.2% |
| All | -80.4% | -8.1% | -72.4% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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