-80.4%
LYFT vs WU
-39.4%
-41.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -3.5% | -4.9% | -6.6% |
| 30D | -7.6% | -2.9% | -4.7% | -6.1% |
| 3M | +11.7% | -2.3% | +14.0% | +10.0% |
| 6M | +15.1% | -25.4% | +40.5% | +31.3% |
| YTD | -20.9% | -21.2% | +0.3% | -12.9% |
| 1Y | -16.4% | -8.9% | -7.5% | -16.7% |
| 3Y | +35.2% | -29.0% | +64.2% | +53.1% |
| 5Y | -69.4% | -50.7% | -18.6% | -57.8% |
| All | -80.4% | -39.4% | -41.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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