+1,381.0%
NET vs LYFT
-60.0%
+1,441.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -6.5% |
| 7D | -16.4% | +14.7% | -31.0% | -20.3% |
| 30D | -25.8% | +19.1% | -45.0% | -30.3% |
| 3M | -11.5% | +12.0% | -23.5% | -15.9% |
| 6M | +18.9% | +33.3% | -14.4% | +6.3% |
| YTD | +35.2% | -3.3% | +38.5% | +32.5% |
| 1Y | +14.5% | -3.5% | +18.0% | +11.5% |
| 3Y | +313.8% | +75.8% | +238.0% | +193.1% |
| 5Y | +32.6% | -61.9% | +94.4% | +29.7% |
| All | +1,381.0% | -60.0% | +1,441.0% | +1,293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling