-3.5%
LYFT vs UMAC
+2.9%
-6.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -10.9% | +23.3% | +12.7% |
| 7D | +14.7% | -26.0% | +40.7% | +15.8% |
| 30D | +19.1% | -40.3% | +59.4% | +21.2% |
| 3M | +12.0% | -51.1% | +63.2% | +14.5% |
| 6M | +33.3% | -5.6% | +38.9% | +28.1% |
| YTD | -3.3% | +2.3% | -5.5% | -13.1% |
| 1Y | -3.5% | +7.9% | -11.4% | -14.2% |
| All | -3.5% | +2.9% | -6.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling