-70.4%
LYFT vs WY
-22.2%
-48.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -8.4% | -4.2% | -4.2% | -5.8% |
| 30D | -7.6% | -10.1% | +2.5% | -1.1% |
| 3M | +11.7% | -8.5% | +20.2% | +17.4% |
| 6M | +15.1% | -3.3% | +18.4% | +15.1% |
| YTD | -20.9% | -4.4% | -16.5% | -21.6% |
| 1Y | -16.4% | -11.5% | -4.9% | -12.7% |
| 3Y | +35.2% | -24.3% | +59.5% | +58.6% |
| All | -70.4% | -22.2% | -48.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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