-80.6%
PYPL vs LYFT
-69.9%
-10.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -2.3% | -8.4% | +6.1% | -0.5% |
| 30D | -9.0% | -7.6% | -1.4% | -7.6% |
| 3M | +30.6% | +11.7% | +18.8% | +27.2% |
| 6M | +18.6% | +15.1% | +3.5% | +14.5% |
| YTD | -7.2% | -20.9% | +13.7% | -3.6% |
| 1Y | -19.3% | -16.4% | -2.9% | -17.8% |
| 3Y | -12.3% | +35.2% | -47.5% | -25.6% |
| All | -80.6% | -69.9% | -10.7% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling