+36.7%
ROL vs LYFT
-82.9%
+119.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.8% |
| 7D | -3.3% | -14.1% | +10.8% | -2.7% |
| 30D | -7.2% | -13.7% | +6.4% | -6.7% |
| 3M | -27.0% | +7.4% | -34.4% | -27.2% |
| 6M | -39.5% | +8.3% | -47.8% | -39.8% |
| YTD | -41.8% | -23.1% | -18.7% | -41.4% |
| 1Y | -38.9% | -19.0% | -19.9% | -38.7% |
| 3Y | -0.4% | +37.7% | -38.1% | -3.8% |
| 5Y | -4.2% | -70.5% | +66.3% | -3.3% |
| All | +36.7% | -82.9% | +119.7% | +38.5% |
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