-80.4%
LYFT vs RRC
+284.4%
-364.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | -7.6% | +2.7% | -10.3% | -8.0% |
| 3M | +11.7% | +8.8% | +2.9% | +9.8% |
| 6M | +15.1% | -1.2% | +16.3% | +14.7% |
| YTD | -20.9% | +17.6% | -38.5% | -23.7% |
| 1Y | -16.4% | +18.4% | -34.8% | -19.7% |
| 3Y | +35.2% | +33.1% | +2.1% | +26.1% |
| 5Y | -69.4% | +148.2% | -217.5% | -75.3% |
| All | -80.4% | +284.4% | -364.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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