-80.8%
LYFT vs URA
+358.6%
-439.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.7% |
| 7D | -13.1% | -1.5% | -11.5% | -12.5% |
| 30D | -14.4% | -0.4% | -14.0% | -14.7% |
| 3M | +12.2% | +6.3% | +5.9% | +7.5% |
| 6M | +13.4% | -14.0% | +27.3% | +17.6% |
| YTD | -22.5% | +5.3% | -27.8% | -29.3% |
| 1Y | -20.8% | +11.7% | -32.5% | -31.9% |
| 3Y | +38.8% | +109.8% | -71.0% | -23.3% |
| 5Y | -70.0% | +108.0% | -177.9% | -84.7% |
| All | -80.8% | +358.6% | -439.4% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling