+35.2%
LYFT vs OMC
+10.5%
+24.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -8.4% | -4.4% | -4.0% | -6.0% |
| 30D | -7.6% | -7.6% | 0.0% | -3.7% |
| 3M | +11.7% | +4.5% | +7.2% | +8.6% |
| 6M | +15.1% | -0.3% | +15.4% | +14.6% |
| YTD | -20.9% | -0.1% | -20.8% | -21.5% |
| 1Y | -16.4% | +4.6% | -21.0% | -19.9% |
| 3Y | +35.2% | +10.5% | +24.7% | -3.2% |
| All | +35.2% | +10.5% | +24.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling