-80.4%
LYFT vs URA
+343.6%
-424.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.6% |
| 7D | -8.4% | -5.5% | -2.9% | -6.0% |
| 30D | -7.6% | -3.7% | -3.9% | -6.5% |
| 3M | +11.7% | -2.9% | +14.6% | +11.9% |
| 6M | +15.1% | -15.2% | +30.3% | +20.1% |
| YTD | -20.9% | +1.9% | -22.8% | -26.8% |
| 1Y | -16.4% | +6.9% | -23.3% | -26.6% |
| 3Y | +35.2% | +99.6% | -64.4% | -23.4% |
| 5Y | -69.4% | +101.2% | -170.5% | -84.2% |
| All | -80.4% | +343.6% | -424.0% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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