-11.2%
LYFT vs QS
-73.8%
+62.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.2% | +2.4% | -3.0% |
| 7D | +8.7% | -2.1% | +10.9% | +9.4% |
| 30D | +13.2% | -11.6% | +24.8% | +16.3% |
| 3M | +8.3% | -25.5% | +33.8% | +15.4% |
| 6M | +26.6% | -43.4% | +70.0% | +39.2% |
| YTD | -7.9% | -60.6% | +52.7% | +9.7% |
| 1Y | -11.2% | -75.9% | +64.8% | +20.3% |
| All | -11.2% | -73.8% | +62.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling