-80.4%
LYFT vs RSG
+206.8%
-287.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -7.6% | +4.0% | -11.6% | -9.4% |
| 3M | +11.7% | +7.4% | +4.4% | +7.5% |
| 6M | +15.1% | +0.1% | +15.0% | +14.1% |
| YTD | -20.9% | +6.0% | -26.9% | -24.4% |
| 1Y | -16.4% | -3.0% | -13.4% | -16.2% |
| 3Y | +35.2% | +56.5% | -21.3% | -2.5% |
| 5Y | -69.4% | +90.9% | -160.3% | -82.1% |
| All | -80.4% | +206.8% | -287.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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