-80.4%
LYFT vs RMBS
+744.4%
-824.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.3% |
| 7D | -8.4% | +1.8% | -10.1% | -9.0% |
| 30D | -7.6% | -13.9% | +6.3% | -2.7% |
| 3M | +11.7% | -39.8% | +51.5% | +31.5% |
| 6M | +15.1% | -6.0% | +21.1% | +4.1% |
| YTD | -20.9% | -5.4% | -15.6% | -30.3% |
| 1Y | -16.4% | -1.8% | -14.6% | -30.2% |
| 3Y | +35.2% | +53.7% | -18.4% | -22.3% |
| 5Y | -69.4% | +268.5% | -337.9% | -90.6% |
| All | -80.4% | +744.4% | -824.8% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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