+35.2%
LYFT vs PR
+85.5%
-50.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | +1.8% | -10.2% | -8.9% |
| 30D | -7.6% | +10.9% | -18.5% | -10.8% |
| 3M | +11.7% | +24.5% | -12.8% | +2.8% |
| 6M | +15.1% | +25.0% | -9.9% | +4.5% |
| YTD | -20.9% | +72.4% | -93.3% | -37.5% |
| 1Y | -16.4% | +77.2% | -93.6% | -35.3% |
| 3Y | +35.2% | +90.5% | -55.3% | -5.1% |
| All | +35.2% | +85.5% | -50.3% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling