+1,598.9%
NET vs LYFT
-63.7%
+1,662.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.6% | +3.6% |
| 7D | +11.8% | +2.1% | +9.7% | +10.4% |
| 30D | -15.3% | +4.9% | -20.2% | -17.2% |
| 3M | -1.5% | -1.4% | -0.2% | -2.6% |
| 6M | +55.9% | +18.6% | +37.3% | +44.7% |
| YTD | +55.1% | -12.1% | +67.2% | +56.5% |
| 1Y | +27.1% | -28.2% | +55.4% | +36.5% |
| 3Y | +384.8% | +65.9% | +318.9% | +248.7% |
| 5Y | +56.5% | -68.8% | +125.4% | +60.5% |
| All | +1,598.9% | -63.7% | +1,662.6% | +1,545.9% |
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