+129.8%
PM vs LYFT
+39.4%
+90.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | +4.7% | -8.4% | +13.0% | +4.6% |
| 30D | +2.6% | -7.6% | +10.2% | +2.5% |
| 3M | +6.6% | +11.7% | -5.2% | +6.8% |
| 6M | +16.5% | +15.1% | +1.4% | +16.8% |
| YTD | +21.2% | -20.9% | +42.1% | +21.3% |
| 1Y | +17.9% | -16.4% | +34.3% | +18.0% |
| 3Y | +129.8% | +35.2% | +94.6% | +119.6% |
| All | +129.8% | +39.4% | +90.4% | +119.6% |
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