-11.2%
LYFT vs RJF
+5.4%
-16.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -3.7% |
| 7D | +8.7% | +2.2% | +6.5% | +7.8% |
| 30D | +13.2% | +3.4% | +9.8% | +11.7% |
| 3M | +8.3% | -8.7% | +17.0% | +12.1% |
| 6M | +26.6% | +4.1% | +22.5% | +24.8% |
| YTD | -7.9% | +3.7% | -11.6% | -12.6% |
| 1Y | -11.2% | +4.4% | -15.6% | -17.1% |
| All | -11.2% | +5.4% | -16.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling