-80.4%
LYFT vs MKTX
-28.9%
-51.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -0.2% | -8.1% | -8.3% |
| 30D | -7.6% | +0.7% | -8.3% | -7.8% |
| 3M | +11.7% | +40.8% | -29.1% | +1.0% |
| 6M | +15.1% | -8.0% | +23.1% | +16.7% |
| YTD | -20.9% | -8.7% | -12.2% | -19.8% |
| 1Y | -16.4% | -11.8% | -4.5% | -14.6% |
| 3Y | +35.2% | -24.0% | +59.2% | +40.0% |
| 5Y | -69.4% | -60.3% | -9.0% | -63.6% |
| All | -80.4% | -28.9% | -51.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling