-66.5%
U vs LYFT
-69.9%
+3.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.5% |
| 7D | +5.5% | -8.4% | +13.9% | +9.9% |
| 30D | -1.3% | -7.6% | +6.3% | +2.2% |
| 3M | +64.6% | +11.7% | +52.8% | +53.9% |
| 6M | +119.4% | +15.1% | +104.3% | +101.5% |
| YTD | -0.5% | -20.9% | +20.4% | +12.6% |
| 1Y | +1.3% | -16.4% | +17.7% | +9.6% |
| 3Y | +15.6% | +35.2% | -19.6% | -18.4% |
| All | -66.5% | -69.9% | +3.4% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling