-81.0%
LYFT vs RF
+182.6%
-263.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.8% |
| 7D | -14.1% | -0.1% | -14.0% | -14.0% |
| 30D | -13.7% | -4.0% | -9.6% | -11.2% |
| 3M | +7.4% | +5.6% | +1.9% | +3.1% |
| 6M | +8.3% | +13.1% | -4.8% | -1.6% |
| YTD | -23.1% | +13.6% | -36.6% | -30.6% |
| 1Y | -19.0% | +16.0% | -34.9% | -28.4% |
| 3Y | +37.7% | +90.2% | -52.5% | -16.3% |
| 5Y | -70.5% | +87.0% | -157.5% | -82.5% |
| All | -81.0% | +182.6% | -263.6% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling