-70.4%
LYFT vs UL
+18.7%
-89.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -8.4% | -3.4% | -5.0% | -7.7% |
| 30D | -7.6% | +0.5% | -8.1% | -7.6% |
| 3M | +11.7% | +7.2% | +4.5% | +10.2% |
| 6M | +15.1% | -3.1% | +18.2% | +16.0% |
| YTD | -20.9% | -2.7% | -18.2% | -20.7% |
| 1Y | -16.4% | -10.2% | -6.1% | -14.5% |
| 3Y | +35.2% | +20.3% | +15.0% | +23.5% |
| All | -70.4% | +18.7% | -89.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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