-80.4%
LYFT vs ROK
+179.2%
-259.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -8.4% | -1.2% | -7.1% | -7.6% |
| 30D | -7.6% | -4.8% | -2.8% | -4.7% |
| 3M | +11.7% | -6.1% | +17.8% | +14.9% |
| 6M | +15.1% | +15.5% | -0.4% | +2.1% |
| YTD | -20.9% | +11.2% | -32.1% | -28.0% |
| 1Y | -16.4% | +23.8% | -40.2% | -29.1% |
| 3Y | +35.2% | +53.1% | -17.9% | -4.0% |
| 5Y | -69.4% | +48.3% | -117.7% | -78.6% |
| All | -80.4% | +179.2% | -259.7% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling