-70.4%
LYFT vs S
-69.2%
-1.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -8.4% | -0.7% | -7.7% | -8.1% |
| 30D | -7.6% | -11.4% | +3.8% | -4.2% |
| 3M | +11.7% | +33.8% | -22.1% | -1.8% |
| 6M | +15.1% | +39.5% | -24.4% | -2.0% |
| YTD | -20.9% | +31.7% | -52.6% | -31.5% |
| 1Y | -16.4% | +7.0% | -23.4% | -21.9% |
| 3Y | +35.2% | +11.8% | +23.4% | +17.8% |
| All | -70.4% | -69.2% | -1.2% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling