-80.4%
LYFT vs TROW
+42.9%
-123.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.9% |
| 7D | -8.4% | -3.2% | -5.2% | -6.1% |
| 30D | -7.6% | -4.6% | -3.0% | -4.2% |
| 3M | +11.7% | -0.7% | +12.4% | +12.0% |
| 6M | +15.1% | +22.2% | -7.1% | -1.6% |
| YTD | -20.9% | +6.6% | -27.5% | -25.1% |
| 1Y | -16.4% | +5.8% | -22.2% | -20.3% |
| 3Y | +35.2% | +11.6% | +23.6% | +24.0% |
| 5Y | -69.4% | -38.9% | -30.4% | -59.3% |
| All | -80.4% | +42.9% | -123.3% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling