-80.4%
LYFT vs RL
+198.2%
-278.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -8.4% | -3.4% | -4.9% | -6.3% |
| 30D | -7.6% | -14.4% | +6.8% | +1.4% |
| 3M | +11.7% | -13.6% | +25.3% | +21.0% |
| 6M | +15.1% | +0.6% | +14.5% | +11.3% |
| YTD | -20.9% | -3.6% | -17.3% | -21.8% |
| 1Y | -16.4% | +8.3% | -24.7% | -23.7% |
| 3Y | +35.2% | +204.8% | -169.6% | -38.5% |
| 5Y | -69.4% | +232.9% | -302.3% | -87.3% |
| All | -80.4% | +198.2% | -278.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling