-70.4%
LYFT vs MTUM
+78.7%
-149.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | +11.7% | -3.6% | +15.4% | +12.2% |
| 6M | +15.1% | +23.7% | -8.6% | -14.2% |
| YTD | -20.9% | +22.9% | -43.8% | -40.6% |
| 1Y | -16.4% | +21.8% | -38.1% | -36.4% |
| 3Y | +35.2% | +114.4% | -79.2% | -45.8% |
| All | -70.4% | +78.7% | -149.1% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling