+262.2%
UMC vs LYFT
+39.4%
+222.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +9.0% | -8.4% | +17.4% | +10.1% |
| 30D | +17.2% | -7.6% | +24.8% | +18.2% |
| 3M | +11.4% | +11.7% | -0.3% | +9.2% |
| 6M | +137.5% | +15.1% | +122.4% | +131.6% |
| YTD | +193.1% | -20.9% | +214.0% | +198.8% |
| 1Y | +240.3% | -16.4% | +256.7% | +242.1% |
| 3Y | +262.2% | +35.2% | +227.0% | +214.8% |
| All | +262.2% | +39.4% | +222.8% | +214.8% |
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