-70.4%
LYFT vs MCO
+28.6%
-99.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +0.7% |
| 7D | -8.4% | -3.8% | -4.6% | -5.5% |
| 30D | -7.6% | -0.4% | -7.2% | -7.3% |
| 3M | +11.7% | +7.7% | +4.0% | +5.2% |
| 6M | +15.1% | +7.0% | +8.1% | +8.6% |
| YTD | -20.9% | -6.4% | -14.5% | -17.9% |
| 1Y | -16.4% | -7.6% | -8.7% | -12.6% |
| 3Y | +35.2% | +43.2% | -8.0% | -5.4% |
| All | -70.4% | +28.6% | -99.1% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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