-0.4%
LYFT vs ROK
+29.3%
-29.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.8% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | +1.5% | -3.3% | +4.8% | +2.8% |
| 3M | +18.4% | -5.9% | +24.3% | +19.9% |
| 6M | +20.8% | +13.9% | +6.9% | +8.3% |
| YTD | -13.7% | +12.6% | -26.3% | -21.7% |
| 1Y | -0.4% | +28.6% | -29.0% | -18.0% |
| All | -0.4% | +29.3% | -29.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling