+35.2%
LYFT vs REPL
-34.7%
+70.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.1% |
| 7D | -8.4% | -14.1% | +5.7% | -8.0% |
| 30D | -7.6% | -15.2% | +7.6% | -7.2% |
| 3M | +11.7% | +49.9% | -38.1% | +8.7% |
| 6M | +15.1% | +63.5% | -48.4% | +8.6% |
| YTD | -20.9% | +32.9% | -53.8% | -24.9% |
| 1Y | -16.4% | +115.0% | -131.4% | -23.5% |
| 3Y | +35.2% | -34.7% | +69.9% | +17.5% |
| All | +35.2% | -34.7% | +70.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling