-74.2%
OPEN vs LYFT
-56.3%
-17.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.3% |
| 7D | -11.4% | -8.4% | -3.1% | -7.9% |
| 30D | -20.1% | -7.6% | -12.5% | -17.1% |
| 3M | -37.6% | +11.7% | -49.3% | -40.8% |
| 6M | -47.1% | +15.1% | -62.2% | -50.4% |
| YTD | -52.1% | -20.9% | -31.2% | -47.4% |
| 1Y | -73.5% | -16.4% | -57.1% | -71.7% |
| 3Y | -24.4% | +35.2% | -59.6% | -45.6% |
| 5Y | -85.1% | -69.4% | -15.8% | -83.1% |
| All | -74.2% | -56.3% | -17.9% | -70.0% |
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