-58.3%
LYFT vs RPRX
+52.7%
-111.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.4% | -8.4% | 0.0% | -5.6% |
| 30D | -7.6% | -0.6% | -7.0% | -7.5% |
| 3M | +11.7% | +6.4% | +5.3% | +8.8% |
| 6M | +15.1% | +26.6% | -11.5% | +4.9% |
| YTD | -20.9% | +53.8% | -74.7% | -33.1% |
| 1Y | -16.4% | +62.8% | -79.2% | -31.1% |
| 3Y | +35.2% | +118.0% | -82.8% | -2.4% |
| 5Y | -69.4% | +71.2% | -140.6% | -75.2% |
| All | -58.3% | +52.7% | -111.0% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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