-80.4%
LYFT vs RGEN
+178.8%
-259.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | -1.4% | -6.9% | -7.9% |
| 30D | -7.6% | -0.3% | -7.3% | -7.6% |
| 3M | +11.7% | +23.9% | -12.1% | +3.5% |
| 6M | +15.1% | +38.5% | -23.4% | +2.0% |
| YTD | -20.9% | +0.8% | -21.7% | -22.3% |
| 1Y | -16.4% | +38.2% | -54.6% | -26.5% |
| 3Y | +35.2% | +1.3% | +33.9% | +25.9% |
| 5Y | -69.4% | -44.0% | -25.4% | -69.0% |
| All | -80.4% | +178.8% | -259.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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