-80.4%
LYFT vs MKC
-19.9%
-60.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -8.4% | -1.5% | -6.9% | -8.3% |
| 30D | -7.6% | -3.1% | -4.5% | -7.5% |
| 3M | +11.7% | +5.2% | +6.6% | +11.7% |
| 6M | +15.1% | -12.8% | +27.9% | +15.6% |
| YTD | -20.9% | -23.3% | +2.4% | -20.3% |
| 1Y | -16.4% | -24.1% | +7.7% | -15.7% |
| 3Y | +35.2% | -32.1% | +67.3% | +36.2% |
| 5Y | -69.4% | -32.8% | -36.6% | -69.4% |
| All | -80.4% | -19.9% | -60.5% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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