-80.4%
LYFT vs RIO
+201.0%
-281.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -3.2% | -5.2% | -6.8% |
| 30D | -7.6% | +0.9% | -8.5% | -8.3% |
| 3M | +11.7% | -1.4% | +13.2% | +11.9% |
| 6M | +15.1% | +10.9% | +4.2% | +6.4% |
| YTD | -20.9% | +31.2% | -52.1% | -34.5% |
| 1Y | -16.4% | +67.9% | -84.3% | -40.4% |
| 3Y | +35.2% | +88.8% | -53.6% | -10.9% |
| 5Y | -69.4% | +93.1% | -162.5% | -81.2% |
| All | -80.4% | +201.0% | -281.5% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling