-3.5%
LYFT vs MULL
+444.9%
-448.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -13.8% | +26.2% | +12.5% |
| 7D | +14.7% | -35.9% | +50.6% | +15.2% |
| 30D | +19.1% | -47.3% | +66.5% | +20.0% |
| 3M | +12.0% | -30.6% | +42.6% | +11.8% |
| 6M | +33.3% | +13.7% | +19.6% | +25.0% |
| YTD | -3.3% | +272.1% | -275.4% | -20.0% |
| 1Y | -3.5% | +475.1% | -478.6% | -27.5% |
| All | -3.5% | +444.9% | -448.4% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling