+112.5%
NET vs LYFT
-65.6%
+178.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -0.7% |
| 7D | -7.0% | -5.5% | -1.4% | -5.0% |
| 30D | -4.8% | +1.5% | -6.2% | -5.7% |
| 3M | +3.8% | +18.4% | -14.6% | -3.7% |
| 6M | +50.0% | +20.8% | +29.2% | +37.3% |
| YTD | +41.5% | -13.7% | +55.2% | +45.9% |
| 1Y | +32.8% | -0.4% | +33.2% | +26.6% |
| 3Y | +335.9% | +35.5% | +300.4% | +208.7% |
| All | +112.5% | -65.6% | +178.0% | +153.8% |
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