-70.4%
LYFT vs USFR
+20.6%
-91.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.1% |
| 7D | -8.4% | +0.1% | -8.5% | -8.2% |
| 30D | -7.6% | +0.4% | -8.0% | -7.0% |
| 3M | +11.7% | +1.0% | +10.7% | +13.5% |
| 6M | +15.1% | +2.0% | +13.1% | +18.1% |
| YTD | -20.9% | +2.8% | -23.7% | -18.6% |
| 1Y | -16.4% | +4.1% | -20.5% | -13.8% |
| 3Y | +35.2% | +14.1% | +21.1% | +63.0% |
| All | -70.4% | +20.6% | -91.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling