-79.3%
LYFT vs MOD
+1,279.8%
-1,359.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.5% |
| 7D | -3.2% | +6.3% | -9.5% | -5.0% |
| 30D | -7.0% | -1.7% | -5.3% | -6.9% |
| 3M | +15.8% | -30.1% | +45.9% | +25.8% |
| 6M | +22.6% | +2.7% | +19.9% | +14.5% |
| YTD | -16.2% | +44.1% | -60.2% | -31.0% |
| 1Y | -8.3% | +38.7% | -47.0% | -25.2% |
| 3Y | +50.1% | +309.8% | -259.7% | -23.8% |
| 5Y | -67.4% | +1,569.7% | -1,637.1% | -90.4% |
| All | -79.3% | +1,279.8% | -1,359.1% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling