-80.4%
LYFT vs RNG
-36.0%
-44.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -6.1% | -2.3% | -6.3% |
| 30D | -7.6% | +9.6% | -17.2% | -10.8% |
| 3M | +11.7% | +83.3% | -71.6% | -11.9% |
| 6M | +15.1% | +77.9% | -62.8% | -9.9% |
| YTD | -20.9% | +139.9% | -160.8% | -46.6% |
| 1Y | -16.4% | +121.7% | -138.0% | -42.0% |
| 3Y | +35.2% | +121.9% | -86.7% | -9.7% |
| 5Y | -69.4% | -68.4% | -1.0% | -67.1% |
| All | -80.4% | -36.0% | -44.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 all: compounded portfolio wealth divided by compounded RNG 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…
all analysis · Full analysis span regression · 6 months rolling