-70.4%
LYFT vs M
+28.6%
-99.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | -1.0% |
| 7D | -8.4% | -4.2% | -4.2% | -6.9% |
| 30D | -7.6% | -7.2% | -0.4% | -5.1% |
| 3M | +11.7% | -11.1% | +22.9% | +16.4% |
| 6M | +15.1% | +28.8% | -13.7% | +2.6% |
| YTD | -20.9% | +2.0% | -22.9% | -23.4% |
| 1Y | -16.4% | +31.3% | -47.6% | -27.5% |
| 3Y | +35.2% | +119.1% | -83.9% | -10.7% |
| All | -70.4% | +28.6% | -99.1% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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