-80.4%
LYFT vs RRX
+126.6%
-207.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +0.1% |
| 7D | -8.4% | -0.3% | -8.0% | -8.2% |
| 30D | -7.6% | -6.1% | -1.5% | -4.8% |
| 3M | +11.7% | -23.1% | +34.8% | +23.8% |
| 6M | +15.1% | -19.5% | +34.6% | +20.0% |
| YTD | -20.9% | +16.1% | -37.0% | -35.0% |
| 1Y | -16.4% | +12.9% | -29.3% | -31.2% |
| 3Y | +35.2% | +7.9% | +27.3% | +6.5% |
| 5Y | -69.4% | +19.1% | -88.5% | -78.6% |
| All | -80.4% | +126.6% | -207.0% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling