-80.4%
LYFT vs RBA
+180.4%
-260.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | 0.0% |
| 7D | -8.4% | +0.1% | -8.4% | -8.4% |
| 30D | -7.6% | -2.9% | -4.7% | -6.4% |
| 3M | +11.7% | -20.9% | +32.7% | +24.5% |
| 6M | +15.1% | -17.7% | +32.8% | +25.1% |
| YTD | -20.9% | -18.2% | -2.7% | -13.5% |
| 1Y | -16.4% | -29.1% | +12.7% | -1.7% |
| 3Y | +35.2% | +29.5% | +5.7% | +14.9% |
| 5Y | -69.4% | +40.2% | -109.6% | -76.3% |
| All | -80.4% | +180.4% | -260.8% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling