-80.4%
LYFT vs MOD
+1,258.0%
-1,338.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.4% |
| 7D | -8.4% | -2.8% | -5.6% | -7.6% |
| 30D | -7.6% | -5.1% | -2.5% | -6.5% |
| 3M | +11.7% | -30.3% | +42.0% | +21.5% |
| 6M | +15.1% | -5.6% | +20.7% | +10.5% |
| YTD | -20.9% | +41.8% | -62.7% | -34.6% |
| 1Y | -16.4% | +28.9% | -45.3% | -30.0% |
| 3Y | +35.2% | +304.1% | -268.9% | -31.1% |
| 5Y | -69.4% | +1,575.2% | -1,644.6% | -91.0% |
| All | -80.4% | +1,258.0% | -1,338.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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