-80.4%
LYFT vs RUN
-40.4%
-40.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -8.4% | -3.7% | -4.7% | -7.5% |
| 30D | -7.6% | -13.0% | +5.4% | -4.6% |
| 3M | +11.7% | -31.8% | +43.5% | +21.4% |
| 6M | +15.1% | -32.2% | +47.3% | +23.4% |
| YTD | -20.9% | -53.5% | +32.6% | -10.0% |
| 1Y | -16.4% | -46.5% | +30.2% | -9.6% |
| 3Y | +35.2% | -37.6% | +72.8% | +6.2% |
| 5Y | -69.4% | -80.9% | +11.5% | -70.1% |
| All | -80.4% | -40.4% | -40.0% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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