-25.7%
LYFT vs Q
+79.8%
-105.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | -8.4% | +4.9% | -13.3% | -9.0% |
| 30D | -7.6% | -11.0% | +3.4% | -6.2% |
| 3M | +11.7% | -15.2% | +26.9% | +13.2% |
| 6M | +15.1% | +8.8% | +6.3% | +8.0% |
| YTD | -20.9% | +55.1% | -76.0% | -31.6% |
| All | -25.7% | +79.8% | -105.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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