+35.2%
LYFT vs ROP
-19.1%
+54.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -4.6% | -3.8% | -4.9% |
| 30D | -7.6% | -1.7% | -5.9% | -6.4% |
| 3M | +11.7% | +17.1% | -5.3% | -2.8% |
| 6M | +15.1% | +10.9% | +4.2% | +4.7% |
| YTD | -20.9% | -12.1% | -8.8% | -11.7% |
| 1Y | -16.4% | -24.2% | +7.9% | +7.7% |
| 3Y | +35.2% | -20.4% | +55.6% | +46.9% |
| All | +35.2% | -19.1% | +54.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling