-70.4%
LYFT vs WAB
+221.8%
-292.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -7.6% | -4.1% | -3.5% | -5.2% |
| 3M | +11.7% | +8.2% | +3.6% | +4.7% |
| 6M | +15.1% | +15.4% | -0.3% | +1.2% |
| YTD | -20.9% | +33.1% | -54.1% | -37.9% |
| 1Y | -16.4% | +48.1% | -64.4% | -39.8% |
| 3Y | +35.2% | +167.7% | -132.5% | -41.1% |
| All | -70.4% | +221.8% | -292.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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