-70.4%
LYFT vs ROK
+47.1%
-117.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -8.4% | -1.2% | -7.1% | -7.7% |
| 30D | -7.6% | -4.8% | -2.8% | -4.9% |
| 3M | +11.7% | -6.1% | +17.8% | +14.6% |
| 6M | +15.1% | +15.5% | -0.4% | +2.7% |
| YTD | -20.9% | +11.2% | -32.1% | -27.7% |
| 1Y | -16.4% | +23.8% | -40.2% | -28.5% |
| 3Y | +35.2% | +53.1% | -17.9% | -2.7% |
| All | -70.4% | +47.1% | -117.6% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling