+894.2%
TER vs LYFT
-82.9%
+977.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.3% | +11.4% | +5.0% |
| 7D | +12.4% | -14.1% | +26.5% | +16.1% |
| 30D | +5.1% | -13.7% | +18.8% | +8.2% |
| 3M | +4.0% | +7.4% | -3.5% | +1.1% |
| 6M | +29.5% | +8.3% | +21.2% | +25.2% |
| YTD | +98.5% | -23.1% | +121.5% | +106.3% |
| 1Y | +234.1% | -19.0% | +253.1% | +240.2% |
| 3Y | +289.0% | +37.7% | +251.3% | +226.8% |
| 5Y | +228.2% | -70.5% | +298.7% | +257.7% |
| All | +894.2% | -82.9% | +977.1% | +787.7% |
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