-80.4%
LYFT vs MGY
+152.8%
-233.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | +3.5% | -11.9% | -9.6% |
| 30D | -7.6% | +5.3% | -12.9% | -9.5% |
| 3M | +11.7% | +2.6% | +9.1% | +9.3% |
| 6M | +15.1% | -3.3% | +18.4% | +14.1% |
| YTD | -20.9% | +29.2% | -50.1% | -30.0% |
| 1Y | -16.4% | +18.0% | -34.4% | -23.7% |
| 3Y | +35.2% | +30.0% | +5.2% | +16.6% |
| 5Y | -69.4% | +92.7% | -162.0% | -79.6% |
| All | -80.4% | +152.8% | -233.2% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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