-67.4%
LYFT vs RVMD
+622.3%
-689.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.4% | -3.0% | -5.4% | -7.6% |
| 30D | -7.6% | -0.7% | -6.9% | -7.6% |
| 3M | +11.7% | +36.5% | -24.8% | +1.4% |
| 6M | +15.1% | +104.6% | -89.5% | -10.2% |
| YTD | -20.9% | +155.8% | -176.7% | -44.2% |
| 1Y | -16.4% | +340.7% | -357.1% | -51.1% |
| 3Y | +35.2% | +519.9% | -484.7% | -36.1% |
| 5Y | -69.4% | +584.9% | -654.3% | -87.5% |
| All | -67.4% | +622.3% | -689.8% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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