-34.9%
RIG vs LYFT
-82.5%
+47.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 7D | -3.1% | -8.4% | +5.3% | -0.8% |
| 30D | -0.5% | -7.6% | +7.1% | +1.5% |
| 3M | -6.0% | +11.7% | -17.7% | -9.9% |
| 6M | -10.1% | +15.1% | -25.2% | -15.1% |
| YTD | +37.3% | -20.9% | +58.2% | +42.8% |
| 1Y | +73.9% | -16.4% | +90.3% | +75.4% |
| 3Y | -30.2% | +35.2% | -65.4% | -46.3% |
| 5Y | +62.5% | -69.4% | +131.8% | +84.3% |
| All | -34.9% | -82.5% | +47.6% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling