+35.2%
LYFT vs RY
+154.6%
-119.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -2.2% | -6.1% | -6.2% |
| 30D | -7.6% | -3.6% | -4.0% | -4.3% |
| 3M | +11.7% | +3.9% | +7.8% | +6.8% |
| 6M | +15.1% | +26.4% | -11.3% | -11.3% |
| YTD | -20.9% | +22.3% | -43.2% | -36.7% |
| 1Y | -16.4% | +43.7% | -60.1% | -44.2% |
| 3Y | +35.2% | +154.0% | -118.7% | -60.2% |
| All | +35.2% | +154.6% | -119.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling