+15.1%
LYFT vs ROK
+15.8%
-0.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.7% |
| 7D | -8.4% | -1.2% | -7.1% | -8.2% |
| 30D | -7.6% | -4.8% | -2.8% | -7.1% |
| 3M | +11.7% | -6.1% | +17.8% | +11.8% |
| 6M | +15.1% | +15.5% | -0.4% | +11.4% |
| All | +15.1% | +15.8% | -0.7% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling