-80.4%
LYFT vs MTUM
+197.2%
-277.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.8% |
| 7D | -8.4% | +0.7% | -9.1% | -9.1% |
| 30D | -7.6% | -2.4% | -5.2% | -5.8% |
| 3M | +11.7% | -3.6% | +15.4% | +12.3% |
| 6M | +15.1% | +23.7% | -8.6% | -12.7% |
| YTD | -20.9% | +22.9% | -43.8% | -39.5% |
| 1Y | -16.4% | +21.8% | -38.1% | -35.3% |
| 3Y | +35.2% | +114.4% | -79.2% | -41.5% |
| 5Y | -69.4% | +79.6% | -148.9% | -84.3% |
| All | -80.4% | +197.2% | -277.6% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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