-70.4%
LYFT vs PL
+65.3%
-135.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | -8.4% | -9.2% | +0.8% | -6.4% |
| 30D | -7.6% | -32.9% | +25.3% | +0.6% |
| 3M | +11.7% | -51.9% | +63.6% | +29.5% |
| 6M | +15.1% | -35.3% | +50.4% | +17.9% |
| YTD | -20.9% | -16.6% | -4.3% | -24.8% |
| 1Y | -16.4% | +70.1% | -86.5% | -35.5% |
| 3Y | +35.2% | +479.2% | -444.0% | -37.8% |
| All | -70.4% | +65.3% | -135.8% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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