-80.4%
LYFT vs MTCH
-21.4%
-59.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -8.4% | +1.3% | -9.6% | -8.9% |
| 30D | -7.6% | +15.9% | -23.5% | -13.7% |
| 3M | +11.7% | +23.3% | -11.5% | +1.4% |
| 6M | +15.1% | +40.1% | -25.0% | -1.7% |
| YTD | -20.9% | +33.6% | -54.5% | -31.0% |
| 1Y | -16.4% | +14.1% | -30.5% | -21.7% |
| 3Y | +35.2% | +1.4% | +33.8% | +27.1% |
| 5Y | -69.4% | -73.1% | +3.8% | -52.5% |
| All | -80.4% | -21.4% | -59.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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