+35.2%
LYFT vs URA
+101.1%
-65.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.0% |
| 7D | -8.4% | -5.5% | -2.9% | -6.9% |
| 30D | -7.6% | -3.7% | -3.9% | -6.9% |
| 3M | +11.7% | -2.9% | +14.6% | +12.0% |
| 6M | +15.1% | -15.2% | +30.3% | +18.6% |
| YTD | -20.9% | +1.9% | -22.8% | -24.9% |
| 1Y | -16.4% | +6.9% | -23.3% | -23.6% |
| 3Y | +35.2% | +99.6% | -64.4% | -2.2% |
| All | +35.2% | +101.1% | -65.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling