+56.2%
RIG vs LYFT
-69.9%
+126.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | -3.1% | -8.4% | +5.3% | -1.7% |
| 30D | -0.5% | -7.6% | +7.1% | +0.7% |
| 3M | -6.0% | +11.7% | -17.7% | -8.2% |
| 6M | -10.1% | +15.1% | -25.2% | -12.9% |
| YTD | +37.3% | -20.9% | +58.2% | +40.7% |
| 1Y | +73.9% | -16.4% | +90.3% | +75.3% |
| 3Y | -30.2% | +35.2% | -65.4% | -38.6% |
| All | +56.2% | -69.9% | +126.1% | +57.7% |
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 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