-35.7%
U vs LYFT
-51.0%
+15.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.6% |
| 7D | +5.5% | -8.4% | +13.9% | +9.4% |
| 30D | -1.3% | -7.6% | +6.3% | +1.8% |
| 3M | +64.6% | +11.7% | +52.8% | +55.2% |
| 6M | +119.4% | +15.1% | +104.3% | +103.6% |
| YTD | -0.5% | -20.9% | +20.4% | +11.2% |
| 1Y | +1.3% | -16.4% | +17.7% | +9.0% |
| 3Y | +15.6% | +35.2% | -19.6% | -12.2% |
| 5Y | -67.5% | -69.4% | +1.9% | -64.9% |
| All | -35.7% | -51.0% | +15.3% | -22.0% |
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