+19.8%
O vs LYFT
-82.8%
+102.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -3.5% | -13.1% | +9.6% | -1.9% |
| 30D | -3.3% | -14.4% | +11.0% | -1.6% |
| 3M | -2.8% | +12.2% | -15.0% | -4.6% |
| 6M | -5.8% | +13.4% | -19.1% | -7.9% |
| YTD | +9.4% | -22.5% | +31.8% | +11.7% |
| 1Y | +5.7% | -20.8% | +26.5% | +6.9% |
| 3Y | +27.2% | +38.8% | -11.6% | +11.1% |
| 5Y | +17.2% | -70.0% | +87.2% | +27.8% |
| All | +19.8% | -82.8% | +102.6% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling