+137.5%
UAL vs LYFT
-70.5%
+208.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.0% | -13.1% | +11.1% | +1.4% |
| 30D | -15.7% | -14.4% | -1.3% | -12.5% |
| 3M | +3.6% | +12.2% | -8.6% | +0.3% |
| 6M | +16.9% | +13.4% | +3.5% | +12.5% |
| YTD | -4.8% | -22.5% | +17.7% | +0.2% |
| 1Y | -0.9% | -20.8% | +19.8% | +2.6% |
| 3Y | +124.5% | +38.8% | +85.7% | +84.6% |
| All | +137.5% | -70.5% | +208.0% | +208.7% |
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 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