+35.2%
LYFT vs RIO
+88.2%
-53.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -3.2% | -5.2% | -6.9% |
| 30D | -7.6% | +0.9% | -8.5% | -8.3% |
| 3M | +11.7% | -1.4% | +13.2% | +12.0% |
| 6M | +15.1% | +10.9% | +4.2% | +6.3% |
| YTD | -20.9% | +31.2% | -52.1% | -35.8% |
| 1Y | -16.4% | +67.9% | -84.3% | -43.5% |
| 3Y | +35.2% | +88.8% | -53.6% | -21.2% |
| All | +35.2% | +88.2% | -53.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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