+68.6%
MAR vs LYFT
+39.4%
+29.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | -0.5% | -8.4% | +7.8% | +0.4% |
| 30D | -5.4% | -7.6% | +2.2% | -4.6% |
| 3M | -15.5% | +11.7% | -27.2% | -16.9% |
| 6M | +3.0% | +15.1% | -12.1% | +0.6% |
| YTD | +8.5% | -20.9% | +29.4% | +10.6% |
| 1Y | +26.0% | -16.4% | +42.3% | +26.5% |
| 3Y | +68.6% | +35.2% | +33.4% | +54.0% |
| All | +68.6% | +39.4% | +29.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling