+73.6%
UNH vs LYFT
-82.5%
+156.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.5% |
| 7D | -4.5% | -8.4% | +3.8% | -3.9% |
| 30D | -6.5% | -7.6% | +1.1% | -6.0% |
| 3M | -6.0% | +11.7% | -17.7% | -7.0% |
| 6M | +33.7% | +15.1% | +18.6% | +31.8% |
| YTD | +16.4% | -20.9% | +37.3% | +17.9% |
| 1Y | +10.1% | -16.4% | +26.5% | +10.6% |
| 3Y | -16.3% | +35.2% | -51.5% | -21.3% |
| 5Y | +2.1% | -69.4% | +71.5% | +8.8% |
| All | +73.6% | -82.5% | +156.1% | +57.6% |
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