-38.4%
U vs LYFT
-51.9%
+13.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | 0.0% | -13.1% | +13.1% | +6.1% |
| 30D | -4.1% | -14.4% | +10.3% | +2.2% |
| 3M | +57.8% | +12.2% | +45.6% | +48.4% |
| 6M | +103.5% | +13.4% | +90.2% | +90.2% |
| YTD | -4.8% | -22.5% | +17.7% | +7.3% |
| 1Y | -2.4% | -20.8% | +18.4% | +7.4% |
| 3Y | +11.7% | +38.8% | -27.2% | -16.4% |
| 5Y | -68.9% | -70.0% | +1.1% | -66.1% |
| All | -38.4% | -51.9% | +13.5% | -24.7% |
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