+32.6%
LYFT vs RF
+88.2%
-55.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -13.1% | -1.6% | -11.5% | -12.1% |
| 30D | -14.4% | -4.3% | -10.1% | -12.0% |
| 3M | +12.2% | +5.9% | +6.3% | +7.7% |
| 6M | +13.4% | +14.1% | -0.8% | +2.7% |
| YTD | -22.5% | +13.8% | -36.2% | -29.8% |
| 1Y | -20.8% | +15.2% | -36.0% | -29.3% |
| All | +32.6% | +88.2% | -55.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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