-80.8%
LYFT vs REPL
-10.1%
-70.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | +1.4% |
| 7D | -13.1% | -13.4% | +0.3% | -12.2% |
| 30D | -14.4% | -3.0% | -11.4% | -14.4% |
| 3M | +12.2% | +56.3% | -44.1% | +4.1% |
| 6M | +13.4% | +60.9% | -47.5% | -3.2% |
| YTD | -22.5% | +36.2% | -58.7% | -33.0% |
| 1Y | -20.8% | +121.0% | -141.8% | -38.3% |
| 3Y | +38.8% | -32.8% | +71.6% | -0.3% |
| 5Y | -70.0% | -58.7% | -11.3% | -77.4% |
| All | -80.8% | -10.1% | -70.8% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling