+270.2%
ON vs LYFT
-82.5%
+352.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.5% | +7.9% |
| 7D | +2.4% | -8.4% | +10.7% | +5.1% |
| 30D | -8.6% | -7.6% | -1.0% | -6.7% |
| 3M | -34.3% | +11.7% | -46.1% | -37.3% |
| 6M | +28.5% | +15.1% | +13.4% | +21.0% |
| YTD | +40.6% | -20.9% | +61.5% | +46.8% |
| 1Y | +55.3% | -16.4% | +71.7% | +57.1% |
| 3Y | -22.2% | +35.2% | -57.4% | -40.7% |
| 5Y | +62.4% | -69.4% | +131.7% | +86.8% |
| All | +270.2% | -82.5% | +352.6% | +178.1% |
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