+81.2%
T vs LYFT
-82.8%
+164.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.4% | -13.1% | +10.6% | -1.7% |
| 30D | +4.3% | -14.4% | +18.7% | +5.2% |
| 3M | +11.6% | +12.2% | -0.6% | +10.7% |
| 6M | -5.6% | +13.4% | -18.9% | -6.5% |
| YTD | +6.6% | -22.5% | +29.0% | +7.7% |
| 1Y | -8.4% | -20.8% | +12.4% | -7.8% |
| 3Y | +107.8% | +38.8% | +69.0% | +93.6% |
| 5Y | +68.3% | -70.0% | +138.3% | +73.5% |
| All | +81.2% | -82.8% | +164.0% | +76.6% |
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