-80.4%
LYFT vs QID
-97.5%
+17.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +1.0% |
| 7D | -8.4% | +1.3% | -9.6% | -7.7% |
| 30D | -7.6% | +2.9% | -10.5% | -5.9% |
| 3M | +11.7% | -0.7% | +12.5% | +12.8% |
| 6M | +15.1% | -29.7% | +44.8% | -3.6% |
| YTD | -20.9% | -27.9% | +7.0% | -32.1% |
| 1Y | -16.4% | -34.6% | +18.2% | -31.2% |
| 3Y | +35.2% | -73.5% | +108.7% | -22.7% |
| 5Y | -69.4% | -81.0% | +11.6% | -81.5% |
| All | -80.4% | -97.5% | +17.0% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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