-80.4%
LYFT vs WPM
+591.0%
-671.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.6% |
| 7D | -8.4% | -0.6% | -7.8% | -8.3% |
| 30D | -7.6% | +14.4% | -22.0% | -10.3% |
| 3M | +11.7% | +37.0% | -25.2% | +4.2% |
| 6M | +15.1% | +4.1% | +11.0% | +12.8% |
| YTD | -20.9% | +31.7% | -52.6% | -26.7% |
| 1Y | -16.4% | +44.2% | -60.5% | -24.2% |
| 3Y | +35.2% | +265.5% | -230.3% | +0.6% |
| 5Y | -69.4% | +262.5% | -331.9% | -77.7% |
| All | -80.4% | +591.0% | -671.4% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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