-81.0%
LYFT vs PPL
+47.9%
-128.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.7% | -7.4% |
| 7D | -14.1% | 0.0% | -14.1% | -14.1% |
| 30D | -13.7% | -1.3% | -12.4% | -13.0% |
| 3M | +7.4% | -2.6% | +10.0% | +8.8% |
| 6M | +8.3% | -8.4% | +16.7% | +13.0% |
| YTD | -23.1% | +0.2% | -23.3% | -24.1% |
| 1Y | -19.0% | -0.2% | -18.7% | -20.0% |
| 3Y | +37.7% | +52.9% | -15.2% | -0.2% |
| 5Y | -70.5% | +36.8% | -107.3% | -77.6% |
| All | -81.0% | +47.9% | -128.9% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling