-81.0%
LYFT vs URI
+837.4%
-918.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.6% | -9.0% |
| 7D | -14.1% | +5.0% | -19.1% | -16.5% |
| 30D | -13.7% | -9.4% | -4.3% | -9.1% |
| 3M | +7.4% | -5.8% | +13.2% | +9.1% |
| 6M | +8.3% | +25.8% | -17.5% | -10.3% |
| YTD | -23.1% | +27.9% | -51.0% | -38.3% |
| 1Y | -19.0% | +9.7% | -28.7% | -29.1% |
| 3Y | +37.7% | +128.0% | -90.3% | -27.2% |
| 5Y | -70.5% | +212.4% | -282.9% | -87.8% |
| All | -81.0% | +837.4% | -918.4% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling