-80.4%
LYFT vs P
+356.0%
-436.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +0.3% |
| 7D | -8.4% | -1.3% | -7.0% | -7.9% |
| 30D | -7.6% | -11.9% | +4.3% | -3.8% |
| 3M | +11.7% | +41.6% | -29.8% | -6.1% |
| 6M | +15.1% | +58.1% | -43.0% | -10.2% |
| YTD | -20.9% | +46.5% | -67.4% | -37.5% |
| 1Y | -16.4% | +19.1% | -35.4% | -30.6% |
| 3Y | +35.2% | +150.6% | -115.4% | -33.1% |
| 5Y | -69.4% | +271.8% | -341.1% | -88.2% |
| All | -80.4% | +356.0% | -436.4% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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