-71.0%
LYFT vs PPL
+36.2%
-107.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -13.1% | -1.8% | -11.3% | -12.6% |
| 30D | -14.4% | -2.2% | -12.1% | -13.8% |
| 3M | +12.2% | -3.1% | +15.2% | +13.1% |
| 6M | +13.4% | -8.1% | +21.5% | +15.8% |
| YTD | -22.5% | 0.0% | -22.5% | -22.9% |
| 1Y | -20.8% | -1.3% | -19.5% | -21.0% |
| 3Y | +38.8% | +52.7% | -13.8% | +13.7% |
| All | -71.0% | +36.2% | -107.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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