-80.4%
LYFT vs URI
+801.3%
-881.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -2.1% | -6.3% | -7.5% |
| 30D | -7.6% | -12.4% | +4.8% | -1.0% |
| 3M | +11.7% | -7.3% | +19.0% | +14.3% |
| 6M | +15.1% | +27.2% | -12.1% | -5.5% |
| YTD | -20.9% | +23.0% | -43.9% | -35.2% |
| 1Y | -16.4% | +3.9% | -20.3% | -24.5% |
| 3Y | +35.2% | +121.6% | -86.4% | -27.4% |
| 5Y | -69.4% | +201.1% | -270.4% | -87.1% |
| All | -80.4% | +801.3% | -881.7% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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