-80.4%
LYFT vs PR
+200.1%
-280.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | +1.8% | -10.2% | -8.7% |
| 30D | -7.6% | +10.9% | -18.5% | -9.4% |
| 3M | +11.7% | +24.5% | -12.8% | +6.7% |
| 6M | +15.1% | +25.0% | -9.9% | +9.4% |
| YTD | -20.9% | +72.4% | -93.3% | -29.5% |
| 1Y | -16.4% | +77.2% | -93.6% | -26.0% |
| 3Y | +35.2% | +90.5% | -55.3% | +17.0% |
| 5Y | -69.4% | +423.5% | -492.9% | -79.1% |
| All | -80.4% | +200.1% | -280.6% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling