+26.2%
MAR vs LYFT
-1.1%
+27.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.3% |
| 7D | -4.2% | -5.5% | +1.4% | -3.9% |
| 30D | -6.7% | +1.5% | -8.1% | -6.8% |
| 3M | -12.5% | +18.4% | -30.9% | -13.5% |
| 6M | +0.6% | +20.8% | -20.2% | -0.9% |
| YTD | +9.1% | -13.7% | +22.8% | +8.5% |
| 1Y | +26.2% | -0.4% | +26.6% | +26.6% |
| All | +26.2% | -1.1% | +27.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 1y: compounded portfolio wealth divided by compounded LYFT 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…
1y analysis · Full analysis span regression · 6 months rolling