+241.1%
ON vs LYFT
-82.8%
+323.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -4.7% | -13.1% | +8.4% | -0.7% |
| 30D | -13.5% | -14.4% | +0.9% | -9.7% |
| 3M | -36.3% | +12.2% | -48.5% | -39.3% |
| 6M | +17.8% | +13.4% | +4.4% | +11.3% |
| YTD | +29.6% | -22.5% | +52.0% | +36.1% |
| 1Y | +45.8% | -20.8% | +66.6% | +49.9% |
| 3Y | -28.3% | +38.8% | -67.2% | -46.0% |
| 5Y | +49.6% | -70.0% | +119.6% | +73.1% |
| All | +241.1% | -82.8% | +323.9% | +157.7% |
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