+24.0%
NET vs LYFT
-65.1%
+89.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.8% | -3.5% | -6.4% |
| 7D | -21.2% | +8.7% | -29.9% | -24.0% |
| 30D | -31.1% | +13.2% | -44.3% | -34.9% |
| 3M | -16.5% | +8.3% | -24.8% | -20.4% |
| 6M | 0.0% | +26.6% | -26.6% | -11.1% |
| YTD | +24.0% | -7.9% | +31.9% | +23.2% |
| 1Y | +7.0% | -11.2% | +18.2% | +7.0% |
| 3Y | +279.6% | +67.4% | +212.2% | +139.0% |
| 5Y | +24.0% | -66.7% | +90.6% | +58.5% |
| All | +24.0% | -65.1% | +89.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling