+35.2%
LYFT vs RMBS
+55.3%
-20.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.5% |
| 7D | -8.4% | +1.8% | -10.1% | -8.8% |
| 30D | -7.6% | -13.9% | +6.3% | -4.3% |
| 3M | +11.7% | -39.8% | +51.5% | +25.1% |
| 6M | +15.1% | -6.0% | +21.1% | +6.8% |
| YTD | -20.9% | -5.4% | -15.6% | -27.8% |
| 1Y | -16.4% | -1.8% | -14.6% | -26.6% |
| 3Y | +35.2% | +53.7% | -18.4% | -7.4% |
| All | +35.2% | +55.3% | -20.1% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling