-70.4%
LYFT vs QS
-74.9%
+4.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | -8.4% | -3.6% | -4.7% | -7.4% |
| 30D | -7.6% | -17.2% | +9.6% | -2.9% |
| 3M | +11.7% | -27.0% | +38.7% | +20.0% |
| 6M | +15.1% | -24.6% | +39.7% | +20.3% |
| YTD | -20.9% | -49.3% | +28.4% | -8.4% |
| 1Y | -16.4% | -40.3% | +24.0% | -12.3% |
| 3Y | +35.2% | -23.8% | +59.0% | +4.4% |
| All | -70.4% | -74.9% | +4.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling