+27.4%
O vs LYFT
+39.4%
-12.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -2.9% | -8.4% | +5.5% | -2.6% |
| 30D | -4.5% | -7.6% | +3.1% | -4.3% |
| 3M | -2.6% | +11.7% | -14.4% | -3.0% |
| 6M | -5.6% | +15.1% | -20.7% | -6.2% |
| YTD | +9.3% | -20.9% | +30.2% | +10.0% |
| 1Y | +4.3% | -16.4% | +20.7% | +4.6% |
| 3Y | +27.4% | +35.2% | -7.8% | +19.3% |
| All | +27.4% | +39.4% | -12.0% | +19.3% |
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 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