-80.4%
LYFT vs MTB
+91.6%
-172.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -8.4% | 0.0% | -8.4% | -8.3% |
| 30D | -7.6% | -4.8% | -2.8% | -4.8% |
| 3M | +11.7% | +6.0% | +5.8% | +7.5% |
| 6M | +15.1% | +19.6% | -4.5% | +2.1% |
| YTD | -20.9% | +21.5% | -42.4% | -30.6% |
| 1Y | -16.4% | +24.7% | -41.1% | -28.1% |
| 3Y | +35.2% | +108.6% | -73.4% | -17.0% |
| 5Y | -69.4% | +106.7% | -176.1% | -82.2% |
| All | -80.4% | +91.6% | -172.1% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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