+5.0%
UAL vs LYFT
-1.1%
+6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.5% |
| 7D | +0.7% | -5.5% | +6.2% | +2.4% |
| 30D | -16.1% | +1.5% | -17.6% | -16.6% |
| 3M | +6.1% | +18.4% | -12.3% | +0.6% |
| 6M | +10.8% | +20.8% | -10.0% | +4.0% |
| YTD | -0.4% | -13.7% | +13.3% | -0.4% |
| 1Y | +5.0% | -0.4% | +5.4% | +3.2% |
| All | +5.0% | -1.1% | +6.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling