+2.0%
RDW vs LYFT
-69.5%
+71.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.9% |
| 7D | +0.9% | -8.4% | +9.2% | +3.3% |
| 30D | -21.3% | -7.6% | -13.7% | -19.7% |
| 3M | -37.9% | +11.7% | -49.6% | -40.1% |
| 6M | +12.3% | +15.1% | -2.8% | +6.9% |
| YTD | +39.7% | -20.9% | +60.6% | +47.2% |
| 1Y | +25.7% | -16.4% | +42.1% | +27.9% |
| 3Y | +230.8% | +35.2% | +195.6% | +170.1% |
| 5Y | -8.8% | -69.4% | +60.6% | -6.3% |
| All | +2.0% | -69.5% | +71.5% | +2.2% |
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