-70.4%
LYFT vs RJF
+104.0%
-174.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -2.7% | -5.7% | -6.6% |
| 30D | -7.6% | -4.3% | -3.3% | -4.9% |
| 3M | +11.7% | +15.7% | -4.0% | +0.8% |
| 6M | +15.1% | +17.8% | -2.7% | +2.0% |
| YTD | -20.9% | +9.2% | -30.1% | -26.8% |
| 1Y | -16.4% | +2.8% | -19.2% | -19.3% |
| 3Y | +35.2% | +69.5% | -34.2% | -13.1% |
| All | -70.4% | +104.0% | -174.5% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling