-75.2%
LYFT vs S
-56.9%
-18.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -13.1% | +0.1% | -13.1% | -13.1% |
| 30D | -14.4% | -11.8% | -2.6% | -11.2% |
| 3M | +12.2% | +33.9% | -21.8% | -0.9% |
| 6M | +13.4% | +40.1% | -26.7% | -2.9% |
| YTD | -22.5% | +32.1% | -54.5% | -32.5% |
| 1Y | -20.8% | +11.0% | -31.8% | -26.9% |
| 3Y | +38.8% | +16.9% | +21.9% | +20.3% |
| 5Y | -70.0% | -68.9% | -1.0% | -67.1% |
| All | -75.2% | -56.9% | -18.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling