+37.5%
ROL vs LYFT
-82.5%
+120.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -3.2% | -8.4% | +5.2% | -2.8% |
| 30D | -4.9% | -7.6% | +2.7% | -4.6% |
| 3M | -25.8% | +11.7% | -37.6% | -26.2% |
| 6M | -37.6% | +15.1% | -52.7% | -38.0% |
| YTD | -41.5% | -20.9% | -20.6% | -41.1% |
| 1Y | -39.5% | -16.4% | -23.1% | -39.4% |
| 3Y | +0.1% | +35.2% | -35.1% | -3.2% |
| 5Y | -4.6% | -69.4% | +64.8% | -3.8% |
| All | +37.5% | -82.5% | +120.0% | +39.1% |
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