+35.2%
LYFT vs MKTX
-25.3%
+60.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.7% |
| 3M | +11.7% | +40.8% | -29.1% | +5.0% |
| 6M | +15.1% | -8.0% | +23.1% | +17.6% |
| YTD | -20.9% | -8.7% | -12.2% | -19.2% |
| 1Y | -16.4% | -11.8% | -4.5% | -14.0% |
| 3Y | +35.2% | -24.0% | +59.2% | +37.2% |
| All | +35.2% | -25.3% | +60.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling