+288.1%
TER vs LYFT
+39.4%
+248.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | +6.4% | -8.4% | +14.7% | +8.3% |
| 30D | -5.7% | -7.6% | +1.9% | -4.3% |
| 3M | -0.4% | +11.7% | -12.1% | -4.3% |
| 6M | +25.8% | +15.1% | +10.7% | +19.5% |
| YTD | +96.4% | -20.9% | +117.3% | +103.3% |
| 1Y | +229.2% | -16.4% | +245.6% | +232.4% |
| 3Y | +288.1% | +35.2% | +252.9% | +214.6% |
| All | +288.1% | +39.4% | +248.7% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling