-70.4%
LYFT vs ROP
-16.2%
-54.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -4.6% | -3.8% | -5.0% |
| 30D | -7.6% | -1.7% | -5.9% | -6.4% |
| 3M | +11.7% | +17.1% | -5.3% | -2.3% |
| 6M | +15.1% | +10.9% | +4.2% | +4.9% |
| YTD | -20.9% | -12.1% | -8.8% | -13.3% |
| 1Y | -16.4% | -24.2% | +7.9% | +3.6% |
| 3Y | +35.2% | -20.4% | +55.6% | +62.3% |
| All | -70.4% | -16.2% | -54.3% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling