+130.3%
UAL vs LYFT
+39.4%
+90.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.7% |
| 7D | -1.4% | -8.4% | +7.0% | +0.6% |
| 30D | -12.2% | -7.6% | -4.6% | -10.7% |
| 3M | -2.5% | +11.7% | -14.2% | -5.4% |
| 6M | +21.1% | +15.1% | +6.0% | +16.5% |
| YTD | -1.8% | -20.9% | +19.1% | +2.2% |
| 1Y | +0.4% | -16.4% | +16.8% | +2.4% |
| 3Y | +130.3% | +35.2% | +95.1% | +89.9% |
| All | +130.3% | +39.4% | +90.9% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling